The following is from the 77th Annual Pioneer Days in Twentynine Palms at http://www.ci.twentynine-palms.ca.us/Local_Events_Annual_Activities.91.0.html:
What we know as Pioneer Days began in 1937 with a community May Day affair in which all school children participated. The grammar school furnished a rhythm band, and a queen and her court were chosen from the high school. The hit of the day was the comedy provided by a group of townsmen who dressed up as girls and clowned through a May Day dance of their own. Their May Pole was a crooked tree branch stuck in a nail keg with dangling carpet rags for streamers. A well-attended dance was held that night at the tennis courts. In all, the celebrations netted $28.
A rodeo was held the next day. Events included a boot race, package race, rescue race, potato race, relay race, musical chairs events, a take race, and a pony express race. The afternoon was climaxed by a beef barbecue and ice cream. A soft drink concession was opened, and Twentynine Palms Produce furnished free coffee.
1938 found the celebration called Pioneer May Day, and in 1940 a parade was added. In 1941 the Chamber of Commerce took over the arrangements and changed the date to April. Rationing during World War II postponed further yearly events until 1946 when the celebration was once again held in May. In 1948, the Pioneer Day events moved permanently to October and Western days were adopted as the fixed theme.