Here's a video (in Portuguese) on one of Brazil's most popular religious festivals, the Cirio de Nazare. It is held annually on the second Sunday of October in the city of Belem, in the state of Para; it is a procession in honor of Our Lady, with close to two million participants. The story goes that, some three hundred years ago, a woodsman named Placido Jose de Souza found a small image of the Blessed Virgin floating in the Murucutu creek. Being a good Catholic, he fishes it out of the water and makes an altar for it in his humble home. But every night, as he went to sleep, the statue would disappear from his home and mysteriously reappear on the site where it was found. He interpreted this as a sign that the Virgin wanted a church built in her honor, and thus de Souza began construction on a small chapel.
Over the years, countless miracles have been attributed to the Virgin of Nazareth. In gratitude to her intercession, the people of Belem honor her with a great feast and procession, lasting several hours usually. The image of the Virgin is housed in a gilded carriage, attached to which are two immense lengths of rope (the cirio), which men compete to have the honor of pulling. They go barefoot as a sign of humility. Wikipedia has a full description of the ceremonies attached to the feast.