In New Orleans on Feb. 13, 1872, someone wearing a Richard III costume led the first Rex parade. https://en.wikipedia.org/wiki/Rex_parade
“For George Armstrong Custer the occasion of the first Rex parade on Feb. 13, 1872 was one of the few marches in his life in which he was a spectator and not a participant. Custer, whose memory was not far removed from the bloody days of the Civil War and his heroics at Bull Run and Gettysburg, now had a more civil assignment. He was accompanying the Russian Grand Duke Alexi Alexanrovich on his tour of the country, including hunting buffalo in Nebraska. Now the itinerary called for a stop in New Orleans, where the French tradition of celebrating Mardi Gras was being embellished by the Americans in the form of a debuting parade headed by a newly created King of Carnival named Rex.
“Custer, whose interest in New Orleans also included the recently opened Fairgrounds racetrack, was probably a second tier celebrity among the stellar folks who happened to be in town that day. First there was the Grand Duke himself, bonafide royalty seldom seen in this frontier town. There was Dan Rice, whose travelling horse show in those pre-Barnum days was one of the biggest names in American circuses. Lawrence Barrett, the distinguished Shakespearean, was performing and even loaned Rex his Richard III costume for his ride. There were also two renowned burlesque performers – Lydia Thompson and Lotta Crabtree, both major stars in their profession.”
Read more at this blog.