It happened in September 1882 (on a Tuesday, actually); thousands of workers marched from Fifth Avenue to Union Square, where picnics, fireworks, and rallies were held, all in support of an 8-hour workday.
Beginning in 1894, the first Monday of September was designated ”National Labor Day,” a date set by President Grover Cleveland.
Labor Day weekend didn’t always mean last chance for a summer beach vacation; an annual parade occurred in the city every year for decades, and thousands of New Yorkers marched or came out in support. The parade was cancelled several times in the 1980s, then called off again in 2002 in honor of the victims of September 11.
Last year’s parade was KO’d as well, its popularity eclipsed in part by the massive West Indian Day parade in Brooklyn held the same weekend.