Mexican Independence day is celebrated on September 16th. Here in the United States, Cinco de Mayo is widely celebrated even though it is not as large as Mexican Independence Day. In Mexico, Mexican Independence Day is a major holiday that packs the main plaza in Mexico City. El Grito de Dolores or the Cry of Dolores was the speech that Father Miguel Hidalgo gave to round up his troops. This day is often celebrated with fireworks, parades, and other festivities.