Visit Sesame Place Philadelphia for the ALL-NEW, family-friendly Mardi Gras Celebration. Guests can soar and spin on attractions, take photos with their favorite furry friends in their Mardi Gras best, and taste New Orleans-inspired treats including jambalaya and beignets. The Sesame Street Mardi Gras Parade, featuring sparkling, colorful floats, celebrates carnival time daily with fancy dancing and lively tunes.