Celebrate Mardi Gras in May at the 19th annual Gator By The Bay Festival. The spirit, sounds and flavor of Mardi Gras come alive at the largest and most-authentic Louisiana-themed music and food festival this side of the bayou. With everything from A to Zydeco, this four-day, family-friendly cultural celebration takes place on the picture-perfect San Diego Bay, featuring more than 100 live musical acts and special performances on seven stages, dance floors filled with happy dancers, and plenty of fun for the kids.