I spent three weeks in Oaxaca, Mexico a few years ago and even have a whole superdetailed and LONG blog made up of my photos and journal entries from my trip. If you ever have persistent, incurable insomnia, reading it might be helpful to you.
One of the things I learned while staying there is that Mexicans - at least Oaxacans - enjoy fireworks of a quantity and quality unheard of in the United States of America and they put them to use at the slightest opportunity. Festivals, parties, elections, saint's days, Tuesdays - anything is a good excuse to blow stuff up.
My whole trip, from the night I got there to the night before I left, was punctuated with frequent, window-rattling booms and bangs.
When I went to the amazing cultural festival La Guelaguetza in Zaachila, there were these wooden wheels about a foot in diameter with firecrackers all around the edges. They were mounted on the ends of long poles. Occasionally someone would light one and it would spin madly until the wheel flew off the pole into the crowd. Yep, you just had to keep your wits about you in the not-entirely uncommon event that a flaming, exploding wooden wheel would come careening toward your head. THAT will keep you sharp!
Now I live in a largely Latino/Mexican immigrant neighborhood and the Fourth of July is not just one evening. It is an excuse for a whole month of fireworks, beginning a week or so before and lasting until the fireworks run out. It isn't a constant barrage, but there are some explosions every night.
I curse these every-night incursions on my peace because my dog is a total wreck. She won't go outside, won't eat, won't drink, just huddles miserably as close to me as possible, even climbing in the shower with me when it gets bad.
But when I went back and looked at some YouTube videos of Oaxaca and the festivals there, I realize that this handful of bottle rockets and firecrackers is like a tiny tickle to people who come from a culture where this is common - prepare to be amazed, because you aren't going to see ANYTHING like this on the American fourth of July:
At least no one is marching around my street with a homemade backpack full of lit spinners and poppers!