DAPHNE, Ala.—On a cool, clear Friday night, the Mystic Order of Persephone took over Olde Towne Daphne with its “Down by the Sea”-themed parade.

Cartoonish, vibrant-colored floats depicting various underwater scenes rolled down a rollicking Main Street. The procession carried mermaids, Hawaiian girls, pirates and sailors who threw beads, Moon Pies and assorted candies to eager onlookers. The Daphne High School drill team and color guard unit, AL-935, the University of South Alabama chapter Air Force Reserve Officer Training Corps and the James M. Seals Jr. Mighty Marching Tigers of Mobile paraded with the order.

Parade-goers had the usual techniques of catching tossed items: shopping bags, book bags and the occasional purse or shoe.

Around 6,000 people attended the second of four parades scheduled for the weekend, according to the Daphne Police Department.

Robert Mitchell drove in from Athens, Ga., to experience the weekend of parades—MOOP, Shadow Barons and Loyal Order of the Fire Truck—for his fifth year in a row.

“I wouldn’t miss it for anything,” he said. “We come back each year and it just gets better. We bring our kids; they love it.”

“Yeah, I’m excited,” Austin Thomas, 4, said. “This is my first parade.”

“This is just one of the benefits of living in a town like Daphne,” Marie Davidson said. “The season of parades is always a treat. And Daphne does it so nicely.”

Shadow Barons’ revelers kept the season rolling with its “Ten”-themed parade Saturday night.

Almost 7,500 attended the group’s 10th anniversary parade down Main Street, according to the Daphne Police Department. The procession reached Main and Daphne Avenue with a crisp 41-degree chill in the air.

Attendees vied for tossed miniature rubber footballs, gold doubloons and plastic cups—embossed with the order’s “S/B” logo—and traditional items like beaded necklaces and assorted candies.

Shadow Barons recently completed a 12,000-square-foot float barn, a source said. Mystic society members maintain anonymity during the Mardi Gras season. The barn will house the order’s parade supplies, according to the masker.

The order intends to start building its own floats in the following year, to be run in the 2011 Mardi Gras season.

Like a majority of the parading orders, Shadow Barons rented its floats from a local supplier.

Loyal Order of the Fire Truck rolled down Olde Towne Sunday, throwing teddy bears, candy, paper airplanes, beaded necklaces, Moon Pies, free chicken-sandwich tokens, plastic baseball bats and kazoos.