I found a 14 minute documentary that was created in 1990 that focuses on the artists who belong to the Fancy division of the Mummers parade.
The description of the video:
Philadelphia’s traditional New Year’s Day Shooters’ and Mummers’ Parade involves tens of thousands of Philadelphians who devote much of their available time 365 days a year to the behind the scenes efforts necessary to sending thousands of costumed, strutting, and dancing mummers in a lively day-long march up Broad Street on New Years’ Day. This video focuses on artists who belong to the Fancy division of the parade, and who are absolutely committed to making art, and who draw on their own everyday knowledge and the materials around them to do so. 14 minutes. 1990