In Valencia, on March 19th, the culmination of the Falles Festival occurs.  In this celebration effigies of very large proportion are created to be burned.  These creations are created by local neighborhood associations that come together and spend all year in both the design and the raising of money for the building of the Falle, their name.  Today they take the shape of something that the group building the structures wish to bring attention to, it may be someone who they feel has done wrong and needs to be chided or it may be commentary on the times, but it is always in someway critical and satirical. 

The reason for this event’s beginning is in question, one theory is that wood that was no longer needed due to the coming of spring would be burned in celebration, a spring celebration.  This would have been a pagan rite and as such frowned upon by the church but as this time coincided with Saint Joseph’s Feast Day, the Patron Saint of Carpenters, the two were combined.  This was of course due to the necessity of carpenters to do the work in the beginning as a Falle would need to be created of wood.  Today of course other materials are used such as cardboard and wax but the connection still stands.

This festival is a time of great revelry and from one account at least, many fireworks are used to punctuate the event.

Links:

Wiki http://en.wikipedia.org/wiki/Falles

General

http://www.fallas.com/historia/ingles.htm

http://www.fallasfromvalencia.com/

http://www.fallas.com/