Take a look at the Heintze database which looks at July 4th celebrations. Informative, interesting, and loaded with history. Here’s a bit.
The Declaration of Independence, unanimously declared by the thirteen United States of America, was adopted by the Continental Congress in Philadelphia on July 4, 1776. The task of getting the document signed began on August 2, 1776. Congress made sure that all states would have access to an authenticated copy of the Declaration by ordering a special printing of multiple copies on January 18, 1777.
The first celebrations occurred shortly after the declaration in various locales along the Eastern Seaboard. Much of the tradition inherent in the way we celebrate today was evident almost from the beginning. Sound, spectacle, and sentiment played an important role in that tradition.