Mardi Gras is French for "Fat Tuesday," a reference to the binge eating a lot of Catholics do before Lent. As is often the case with holidays, the Christian roots are intertwined with earlier pagan practices. It was very common for early church fathers to integrate elements of pagan ritual in an attempt to attract potential converts.
Mardi Gras itself originated in the Middle Ages and was brought to the U.S. by the French explorer Iberville. In 1827, Parisian-style masked balls were legalized in New Orleans after a long period of prohibition. The celebration soon became known for its celebrants' raucous behavior during fanciful parades.