For some families, the parade is more than a Fiesta tradition — it is a tradition passed down through generations. “I collect the costumes from Spain and store them in a special Fiesta spot,” Natalie said. “It is the best parade in the world, with the most horses and any parade in the West,” Lehr said. I never missed this parade,” Lehr said. Several members of the News Channel team joined in the festivities, trading the newsroom for the parade route.