Roaming around the Alabama Mosaic site recently, I came across two relevant newspaper articles. The first one from an 1886 newspaper describes the city's first celebration, the "German Mardis Gras". The second article, from 1959, recounts details of that first Mardis Gras in the Magic City. Two photos from the 1897 parade are included below the articles.
After the 1886 event, no more celebrations were held until 1896. Annual events lasted through 1901. The BhamWiki article notes several current annual events in Birmingham tied to the Mardis Gras season, but the grand effort is long gone.
You can find various other photos of and invitations for those early Birmingham events on Alabama Mosaic. You can find a schedule of Mardis Gras parades in Mobile, which begin February 2, here.
Birmingham Age 9 March 1889
Source: Birmingham Public Library
Biddle Warren Cycle Company float in the 1897 parade; the float won second prize.
Source: Birmingham Public Library
Mardis Gras parade in Birmingham in 1897
Source: BhamWiki
Source: Birmingham Public Library
Mardis Gras parade in Birmingham in 1897
Source: BhamWiki