Though the basic aspects of the Mardi Gras celebration date back to Medieval Europe, most of the traditions of the modern celebration -- which occurs not just in New Orleans but in many other cities as well -- can be traced definitively back to the New Orleans areas as long ago as 1703 (Mardi Gras New Orleans 2009). Though it is generally thought to be a celebration with roots in Christianity, a celebration similar to Mardi Gras known as Lupercalia was celebrated by the Romans, in which a circus-like festival played a major part (Davis 1997)
When Christianity came to Rome, the festival was incorporated into the new religious tradition, where the carnival was a period of celebration preceding the penance of Lent. The celebration traveled to France, where it was celebrated as Mardi Gras in Paris since the Middle Ages (Davis, 1997)