The cold weather didn't stop thousands from marching in the city's annual Veterans Day Parade..

The 99th annual parade kicked off Saturday morning in Midtown.

Participants made their way up Fifth Avenue to finish at 52nd Street.

More than 40,000 veterans, military personnel and supporters took part in the celebration.

Both Mayor Bill de Blasio and Governor Andrew Cuomo were in attendance. They say this country can, and should, do more for its veterans.

"In many ways, I think this country has not reciprocated," Cuomo said. "What we've said to the veterans is, 'We appreciate your service, and when you come back home, we'll be there for you,' and I don't think that promise has been fully fulfilled by this country."

"We recognize we had to help make sure veterans got the health care, particularly the mental health care, they deserve," de Blasio said. "We recognized some veterans were homeless, and that is something that just doesn't make sense in America, how anybody who served, who deserves our tremendous respect and honor, could ever be homeless. We have more to do there."

This year's grand marshal was astronaut Buzz Aldrin, who served as the pilot for the Apollo 11 mission and was one of the first people to walk on the moon.