Mardi Gras
Concise Oxford English Dictionary © 2008 Oxford University Press:
Mardi Gras /ˌmɑːdɪ ˈgrɑː/
▶noun a carnival held in some countries on Shrove Tuesday.
– origin Fr., lit. ‘fat Tuesday’, alluding to the last day of feasting before the fast and penitence of Lent.
'Mardi Gras' also found in these Oxford entries:

