Mexico! MyCooltura wishes you a Happy Independence Day. For the rest, no, Cinco de Mayo is NOT Mexico's Independence Day, it is September 16. It is also celebrated as El Grito, because of the great war hero, Fr. Miguel Hidalgo's battle cry in the town of Dolores during the Mexican War of Indepedence in 1810. Coolturizate Güey! Distributed by Tubemogul.