Miracle on 34th Street (1947) is set at Macy’s in New York, and Wikipedia links the story to the Herald Square store. The film was shot on location in New York, and the Thanksgiving Day parade scenes were filmed live during the 1946 parade, per Wikipedia.
Wikipedia does not say which store was used for the shopping scenes. You can visit the Herald Square store as a customer, but do not expect to see a film location there.
See our Christmas movie filming locations guide for sites that are verifiably on screen.