Attractions Pass for a family of four at Shenandoah Caverns and American Celebration on Parade. Shenandoah Caverns is situated off Interstate 81 in Virginia. With your admission, experience the beautiful formations in Shenandoah Caverns and the parade float pageantry of American Celebration on Parade. Then stroll down the Main Street of yesteryear to enjoy a memorable collection of antique department store window displays with moving figures.