2008 live release. The Black Parade Is Dead! Is MCR's final performance as their onstage characters, the Black Parade. The Black Parade centers around a dying character called The Patient, who reflects on events in his life while he is confronted by Death in the form of his fondest memory, that of his father bringing him to see a marching band. This is based on frontman Gerard Way's belief that death comes to a person in the form of their fondest memory.