Chicago’s 43rd Annual Gay Pride Parade and More Fests and Fetes June 19, 2012 Wigs, gaudy makeup, beads, crazy costumes and...don’t forget the rainbows. Chicago’s 43rd annual Gay Pride Parade is this Sunday at 12 pm! Show your support for our city’s vibrant LGBT community by lining the streets for one of the most popular parades in the city (and country!). It’s always a crazy event with people cheering the procession and enjoying the show, culture, and reveling in our city’s dazzling diversity!