Did other celebrations of the end of slavery exist prior to the Great Migration? I would intuitively suspect yes, but cannot find any examples.
The District of Columbia celebrates April 16th as Emancipation Day
The DC Compensated Emancipation Act of 1862 ended slavery in Washington, DC, freed 3,100 individuals, reimbursed those who had legally owned them and offered the newly freed women and men money to emigrate. It is this legislation, and the courage and struggle of those who fought to make it a reality, that we commemorate every April 16, DC Emancipation Day
In Tennessee August 8th has been celebrated:
The reason for observing August 8th as opposed to January 1st or even September 22nd—the day Lincoln announced the preliminary Proclamation in 1862—remains speculative. Some note that Tennessee Military Governor Andrew Johnson freed his personal slaves on August 8, 1863, at his Greenville, Tennessee, farm. Interestingly, Sam Johnson, a former slave of Johnson, was a key organizer for the first recorded August 8th celebration in 1871. Others allege that enslaved people in Tennessee and Kentucky learned of the Emancipation Proclamation on August 8, 1863. However, pro-Union Kentucky and Union-occupied Tennessee did not fall under the provisions of the Proclamation which abolished slavery only in rebellious Confederate states.
Some parts of Kentucky also celebrate August 8th.
September 22nd is celebrated in some locations.
May 20th has been celebrated in Georgia and Florida.
This 15 September 1950 Illinois Times article explains when emancipation was variously celebrated:
Celebrating Juneteenth has spread from Texas to Arizona at least by 1921, as the Phoenix Tribune has a big front page article on the local celebration.
Celebration in Oklahoma in 1915 was reported in the Tulsa Daily World.
A 1924 magazine American Lumberman says sawmills in the Elizabeth, Louisiana area would close for 1 to 3 days to celebrate Juneteenth.