Natchitoches Christmas Festival of LightsStarting as a one-day festival in 1927, the Natchitoches Christmas Festival has evolved into a six-week long event, beginning on the Saturday before Thanksgiving and concluding on January the 6th, the Epiphany. It features Christmas lights EVERYWHERE in the city and on the banks of Cane River, along with entertainment, food, fireworks every Saturday, and a parade.