Once a year, the first two weekends in October, the Audobon Zoo hosts Swamp Fest. This year marks the sixteenth year of the festival that hosts live cajun music and dancing along with food and drink of Louisiana culture. The admision is the normal zoo price with food and drinks being nominally priced (around $4-7 for a dish and $1 for wine, $3 for beer and $4-8 for frozen drinks). The visitors are the only ones celebrating, the animals get special treatment too. The primates all get special food tossed to them by the keepers and all are very excited to see so many people.
Parking can be hard to find, but not impossible. Don't forget about the shuttle from the St.Charles street car.