Zozobra 

Zozobra is a 50 ft. marionette that the locals (and some others) of Santa Fe, New Mexico burn to the ground once a year. Created by Will Shuster, Zozobra has been burned every year since 1924. The burning of Zozobra or "Old Man Gloom" takes away the year's gloom with him. he is made of "wood, wire, poultry netting, muslin (unbleached), nails, screws, pulleys, plywood, shredded paper, spray paint, pizza pans and duct tape." (zozobra.com) People can put things like divorce papers, photos, anything 'gloomy' in the "Gloom Box" that will help to stuff Zozobra and burn down with him.
More info. if at the Zozobra website

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Zozobra by SF108 September 9, 2009