Several issues of Dykes To Watch Out For have a foreground plot about the main character's personal lives and a background plot of them arranging various demonstrations including pride parade.
Bitchy Butch tends to hate the parades because they are inclusive. (She's a bitter and hateful lesbian who resents bisexuals, transsexuals, men - including gay men, lesbians who don't hate men, and so on. All Played for Laughs.) And yet, even she grows to reluctantly enjoy them.
Several Chick Tracts feature Pride Parades, portraying them as unholy armies of Satan laying siege to the world. The portrayal often use a combination of Manly Gay and Bondage Is Bad.
In one of them, there's a guy blocking the parade route, silently holding up a sign quoting a bible verse about homosexuality being an abomination. So a cop comes along and puts him under arrest, which you'd expect to happen in Real Life, since he was blocking the route after all. That's where any semblance of realism ends, however, as Chick's Straw Pro-LGBT Rights People proceed to beat the guy within an inch of his life while the cops, instead of trying to break it up, join in with their nightsticks. And then, after the guy confined to a hospital bed, a judge tells him that he's facing a prison sentence for the "hate crime" he committed. Read it here.
DC One Million makes brief mention of a "Bizarro Pride Parade" in the Chronos #1,000,000 tie-in issue.
The Astro City issue dealing with Barbie-styled super-android Beautie reveals she's had a strong following amongst Astro City's gay community ever since she broke up an attempt by homophobes with guns to disrupt of the city's first pride parades.
The Young Avengers, a superhero Five-Token Band, face down a hate group attacking a pride parade in New York City during "Children's Crusade", with gay member Wiccan ultimately putting most of the bad guys in a coma afte they mess with his boyfriend.
In Silex and the City, Julius Dotcom has a flashback to a gay affair that began in New Rock at the first Homo sapiens pride parade.
My Fellow Americans has two former presidents trying to escape being killed under the orders of the current president (It Makes Sense in Context) taking cover in a Gay Pride parade. They aren't trying to get Lost In A Crowd in this case, but rather are trying to be as visible as possible - not even the bad guy in the film would try to have them killed on live television. Becomes a Brick Joke by the end of the film when one of the government agents later refuses to apprehend them because he ran into them while at the parade and thinks they're gay too.
Not quite, on the spoiler. He only thinks one of them (the played-for-laughs Strawman Conservative, natch) was coming out at the parade; he refuses to shoot because he's been told these are 'imposters' but sees the gay-pride rings one still happens to be carrying and realizes "Those are the Presidents!" The Brick Joke is more that the audience doesn't recognize him at first because at the parade, he was cross-dressing as a member of a marching Dorothy band. He tells the Presidents they met "Somewhere over the rainbow."
Damsels In Distress: One day Lily and Thor were in town together, and saw "a parade with rainbow flags." This was a problem for Thor, who is so dim that he doesn't know the names of colours.
The Turner Diaries feature a Pride Parades and make a note of how they are getting more inclusive over time, now extending to include fetishists and such. Since the book is nazi propaganda, the narrative role of the Pride Parade is to serve as an example of how the jews control the world and weaken the aryan race through the power of perversion.
In The Atrocity Archives by Charles Stross, Bob mentions that once a year his Camp Gay flatmate Pinky drags his Straight Gay partner out to Pride to maintain his security clearance. Back in the day when being a spy and homosexual were, shall we say, legally incompatible, gays were vulnerable to blackmail ("do this or I tell your boss and you're out of a job"). Nowadays the services just insist on openness, idea being that you can't be blackmailed if you're not hiding anything.
3rd Rock from the Sun plays for confusion and inability to comprehend the nuances of local culture: The alien family was searching for their ethnic roots and Dick was fascinated by the concept when Nina told him she had gone to a black pride rally. So Dick took the family to a "white pride" rally.
The characters in The L Word attend a Gay Pride parade in one episode.
Briefly used in Married... with Children when Bud tries a cowboy look as a means of attracting a girl. He comes back several minutes later, having been beaten up by a Native American pride parade marching half a block from the Bundy house.
The last episode of the 2nd season of Noah's Arc took place during one.
An episode of Seinfeld had Jerry stuck in traffic due to a Cuban pride parade.
Marchers: We're here, we're queer, get used to it!
Lisa: You do this every year. We are used to it!
There was also a float dedicated to those still in the closet.
We're gay, we're glad
But don't tell mom and dad
Attentive viewers will know that it was Smithers and Marge's sister Patty.
When there was a bear "attack" in Springfield Homer led an angry mob to the mayors office with this chant:
Crowd: We're here, we're queer, we don't want anymore bears.
Lenny: Hey, that's a pretty catchy chant. Where did you hear it?
Homer: Oh, I heard it at the mustache parade they have every year.
In the South Park episode "South Park is Gay", all the males in town have turned metrosexual. Once the women of the town start getting fed up, the men put on a Metrosexual Pride Parade, which includes the chant, "We're here, we're not queer, but we're close, get used to it!" Then a fire breaks out and the men are to wussy to do anything about it, at the end of the ep all the men are now back to being rednecks again.
Gary And Mike are in San Fransisco for their roadtrip. A conveluted series of events leads them accidentaly driving their convertable at the lead of the Pride Parade, with Gary shirtless and flying the flag of his father's Marine unit behind him in front of television cameras.