Depends on what you mean by always. My family remained loyal to the Crown (Quakers, non-violent) and my Mohawk relatives fought for thr British. Not that I'm fond of them myself. But my Quaker ancestors remained in the States believing in a higher alleganice than an earthly government. The holiday wasn't celebrate in Vicksburg because they lost the town during the Civil War. So yeah we've always celebrated here so to speak. Vicksburg seems to be unfortunate on the 4th of July, at least since the Flatboat War when they strung up some Mike Fink types from the local trees.