Pioneer Day marks the day in 1847 the Mormons arrived in what would become Salt Lake City. (They conveniently forget that there were Catholic missions here before that.)
Awhile back I perused a local free newspaper in Spanish, in which I am moderately literate. In a column about Pioneer Day they referred to the Mormons as illegal immigrants, which I assume meant that it was Mexican territory at the time. At least to the Mexicans.
Paul