NEW YORK – Thousands of marchers and a rainbow of floats filled the streets of New York and other U.S. cities on Sunday as people celebrated gay pride, part of a weekend of events marred by a shooting death Saturday at a street party in San Francisco.

Participants in New York’s annual parade, including Mayor Michael Bloomberg and Gov. David Paterson, made their way down Fifth Avenue toward the Greenwich Village neighborhood. Throngs of people turned out despite the heat and humidity Sunday to watch the city’s annual parade.

One of the parade’s grand marshalls was Constance McMillen, the lesbian teenager who sued her Mississippi school district over its policy banning same-sex prom dates.

San Francisco’s 40th annual gay pride weekend started Saturday at Civic Center Plaza, where thousands converged as vendors sold barbecue and burritos and DJs spun tunes on a large stage. The party later moved into the city’s Castro District for the Pink Saturday street party, where police said a man was killed in a shooting late Saturday.

It wasn’t immediately clear if the violence had anything to do with the gay pride festivities.

Stephen Powell, 19, died early Sunday, said James Fiorica, an investigator at the Medical Examiner’s Office. Powell was shot in the chest.

A 19-year-old man was arrested, and a handgun was recovered, said Officer Samson Chan, a police spokesman. The suspect’s name was not released.

Thousands gathered to watch and participate in the city’s gay pride parade. The Backstreet Boys were due to perform, and U.S. House Speaker Nancy Pelosi, who is from San Francisco, was scheduled to deliver a videotaped address to revelers.

Chicago’s parade included the first-ever float from the Cubs and an appearance by the Stanley Cup — NHL’s championship trophy.

The Chicago Blackhawks won their first Stanley Cup title since 1961 this year, and the parade marks the first time the trophy has been on display at a gay-themed event, said the Hockey Hall of Fame’s Phil Pritchard.

“We are thrilled that it worked out, as it’s important for the city and important for the franchise,” Blackhawks spokesman Adam Rogowin said.