Mardi Gras was a carnival which took place in New Orleans. Carnival-goers would wear masks and costumes.
The Sixth Doctor and Peri Brown arrived in New Orleans during the Mardi Gras festivities in 1932, where the carnival-goers were being turned into zombies. (PROSE: Mardi Gras Massacre)
The Sixth Doctor, suffering from a headache, said his head felt "like Bourbon Street after Mardi Gras." (PROSE: The Inquisitor's Story)
Rose Tyler was disappointed that, when the Tenth Doctor told her he had a brilliant idea, he meant stamp collecting, not something fun like going to Mardi Gras or visiting a planet where everything was made out of ice cream. (PROSE: Stamp of Approval)
Behind the scenes
In the real world, Mardi Gras is celebrated on the same day as Shrove Tuesday.