Perhaps the most unique parade tradition in the bunch, Gatlinburg's Fourth of July march begins right as the day of America starts . . . at 12 a.m. The midnight parading has been a thing for 44 years and has given the small city in the Smokies some major recognition. Also on the Fourth is the River Rafting Regatta, a creative race for small handmade floats on the Little Pigeon River. Rubber duckies are also thrown into the mix, and the winner for "most creative" definitely gets a trophy.