The Macy's Thanksgiving Day Parade is a time-honored American holiday tradition. With it's Broadway performance previews, elaborate floats, and of course, the massive balloons, the parade is a great way to kick-off the holiday season. It's all fun, laughter, and songs until you see something that inspires true horror and fear among viewers. Something that just doesn't look right at all. As far as social media goes, that honor goes to the Elf on the Shelf Thanksgiving Day Parade balloon.