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Go to Gatlinburg, Tennessee in the Smoky Mountains, if you want to be among the first in the country to celebrate Fourth of July. The city hosts the first Independence Day Parade in the U.S., starting at midnight on July 4. More than 80,000 people mark the occasion. There is also a river raft regatta, music festival, and fireworks display. Outdoor activities are endless – more than 800 miles of hiking trails, over 120 species of birds to watch, biking routes, whitewater rafting, horseback riding, to name a few. Some hotels average $70 per night.