A MoonPie is an iconic American snack food created on April 29, 1917, by the Chattanooga Bakery in Tennessee. It features two round graham cracker cookies with a fluffy marshmallow filling in the center, dipped in a flavored coating. Moon Pies are traditionally thrown during many Gulf Coast Carnival parades.
Moon Pies come in a variety of flavors including chocolate, banana, vanilla, strawberry, chocolate mint, birthday party, and salted caramel year round and seasonally blueberry, coconut, lemon, pumpkin spice, key lime,  and peach cobbler.  Most popularly thrown are the Chocolate and Banana flavors.

There are several competitor brands of marshmallow pies which are also thrown during parades.