Mr. Celery is a mascot for the Wilmington Blue Rocks (minor league baseball Class A affiliate of the Kansas City Royals). He comes out and dances whenever the Blue Rocks score. There are lots of fan videos on YouTube.
Update: Starting in 2021, Wilmington is affiliated with the Washington Nationals.
The first time I saw him, I wondered if Delaware produced a lot of celery and I just didn’t know. The official story is that the team wanted another mascot and had an extra costume from an eating healthy promotion. The guy who plays him told Deadspin he found the costume dumpster diving. That’s a better story but I doubt it’s true. The Blue Rocks store has a page of Mr. Celery merchandise.