in the syncretism of umbanda - a set of spiritual practices derived from ancient youruba religions and practiced to this day in rio de janeiro - the god oxóssi is linked with st. sebastian and celebrated on this day, as they are both beloved of hunters and outdoorsmen. 

just as there are personal and individual traditions of dressing in costume for the various celebrations throughout the year, neighborhoods, cities and towns throughout the state of rio de janeiro, will dress their streets in finery for the procession of corpus christi.

brought to brazil by portuguese colonists, and first noted in 1549, the tradition spread to rio de janeiro in the 1800s during the years that the portuguese crown resided in the city.