In October 1933, the American Legion held its 15th annual convention in Chicago, Illinois.
According to the Chicago Tribune, "some 300,000 happy and hilarious war veterans and their relations were in town." On October 3rd, the Legionnaires held a parade of 120,000 marchers.
It began at the bridge on Michigan Avenue and marched south through Soldier Field. My grandfather, a war veteran and Legionnaire, filmed the parade from the reviewing stands.
Also have a look at https://youtu.be/qDxnhA-GVTM.