Mardi Gras festivities started in North America when French explorer Pierre Le Moyne d'Iberville and his crew sailed to present day Louisiana under the orders of King Louis XIV. Iberville entered the mouth of the Mississippi river on the evening of March 2, 1699. Meanwhile another French explorer, La Salle, claimed all the land along the Mississippi river for France and called it Louisiana. d'Iberville went on to found Mobile, Alabama in 1702 and declared it the capital of French Louisiana (comprising numerous present day states). The first Mardi Gras celebration (one could say party) was organized in 1703. The celebrations took place each year without fail and the first informal mystic society, or krewe, was formed in Mobile in 1711 (the Boeuf Gras Society).
More French settlers arrived from France AND other French possessions e.g. the Acadiens (say it fast and you get 'cajun') from Canada and French from Saint Domingue (modern day Haiti) and they all brought their own brand of Mardi Gras to La Louisiane.
It has definitely evolved over the years!
-courtesy Americans of French Descent