Macyâ€™s is simply a historic treasure. Founded in 1843 by R. H. Macy as a â€śdry goodsâ€ť store, he surely could not have foreseen the icon it has become. The Thanksgiving Day parade. The famous store in New York City that looks more like a huge mansion than a department store. The unmistakable red star logo. Macyâ€™s is a modern-day reminder of sophisticated shopping. You may need to wear a pillbox hat for the occasion.