I took this with my phone in Oaxaca de Juárez on 26 October 2013. It is part of a wedding parade, outside the amazing Templo de Santo Domingo. I am interested in the clown costumes, which resemble those used in Cajun Mardi Gras; the clowns act in a similar way.
Apparently these clowns also appear in rural Carnaval in Oaxaca, where they wield whips against their minions, as happens also in some towns in South Louisiana.
I have heard that the Oaxacan clowns are inspired in masked African deities whose clothes also involve a lot of fringes. They do seem to have the personality of Exú/Elegguá/Legba.
Do you know anything about them?