High Quality Content by WIKIPEDIA articles! The Millrose Games is an annual indoor athletics meet (track and field) held on the first Friday in February in New York City. They will be held at the Armory in Washington Heights in 2012, after having taken place in Madison Square Garden from 1914 to 2011. The games were started when employees of the New York City branch of Wanamaker`s department store formed the Millrose Track Club to hold a meet. The featured event is the Wanamaker Mile.