May 27-28: Carnaval San Francisco The 39th annual Carnaval San Francisco, SF’s very own version of Mardi Gras, is back this Memorial Day weekend! Expect a colorful parade, exotic Carnaval dancers and international live music on every corner. The parade kicks off at 9:30am with festival floats and performances, and festivities will continue on Harrison Street in the Mission District between 16th and 24th Streets.