They’re up, up and — almost — away. The massive helium balloons that will float through City for the Macy’s Thanksgiving Day Parade took shape on Wednesday, when they were filled with helium ahead of the big event.

Thanks to the wet weather, ponchos and umbrellas were part of the festivities, along with the usual giant balloons, floats and star-studded performances. The latest edition of the annual holiday tradition featured new Spider-Man and Minnie Mouse balloons ...