The Toy Blocks are a unit of clowns from the Macy's Thanksgiving Day Parade.
History in the Macy's Parade
The Toy Block clowns made their parade debut in 1993. The group consists of several dozen giant cubes with different letters in a red or blue font on the six sides, which are worn by the parade clowns. Some sides even have pictures on them (turkey, star, stocking, candy cane, etc.). The blocks would dance down the parade route, and when the letters are arranged in the correct order, they spell "Happy Thanksgiving!" or "Macy's Parade".