MARK YOUR CALENDARS!The official Annie Malone May Day Parade route starts at 1:00 p.m. at 20th & Market and heads East on Market to Broadway. The Annie Malone May Day Parade is the oldest and second largest African-American parade in the nation. Since its beginning over a century ago, it has been a staple in the St. Louis community and beyond. The May Day Parade continues to be Annie Malone Children and Family Service Center’s biggest fundraiser.