- The Swamp Fox Festival is an annual festival held in Marion, Iowa during the first weekend following Labor Day. (That's September 6-9, 2001!) It has always been a celebration of our heritage as well as a time for area residents to come together in a spirit of fun and goodwill. With such varied events as historic walks, musical entertainment, the big Saturday parade, food/beverage/merchandise ...community.marion.ia.us/swampfox