America has been celebrating Columbus Day since it was officially designated a national holiday in 1937. But the very first known observance was in New York and took place much earlier—on October 12, 1792, to mark the 300th anniversary of Columbus' landing in the Americas.

The tribute was arranged by the newly formed social organization, St. Tammany Society, also known as the Columbian Order. (In later years, Tammany Hall would become increasingly active in politics and increasingly corrupt. Boss Tweed, anyone?) According to Gotham: A History of New York City to 1898 (Oxford University Press), on that day, hundreds of New Yorkers dressed as Native Americans, complete with war paint and feathers, and "gathered around a fourteen-foot obelisk dedicated to the memory of Christopher Columbus."

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Source: http://www.parade.com/