Zozobra is the central figure of "Fiestas" which takes place each Autumn in Santa Fe, New Mexico.
Fiestas has been taking place since 1712 to celebrate an expedition by Don Diego de Vargas.
In 1924, William Howard Shuster, Jr came up with the idea of burning an effigy of gloom to be paraded about the city.
Today, Zozobra stands fifty feet tall and his burning marks the climax of a weekend of drunken revelry.
The best place to watch Zozobra burn is from the Cross of the Martyrs. It's kind of a local scene, so watch out.