One aspect of World Building I feel I've been bad on is holidays. Holidays are common and popular. They can be local, regional, or even global depending on what is going on. We have examples of those in our own world too. Massachusetts is one of the few states to celebrate Patriots' Day in the United States. The U.S. and Canada are two of the only countries with Thanksgiving - albeit on different days of different months. Finally, holidays like Christmas and Easter are near global due to the wide spread nature of the Christian religions, and backed up further by the Hallmark Holiday status.
But what about in your fantasy universe? Royal birthdays, commemorations of important events, days celebrating specific aspects of gods or events in mythology. These all make great ideas and uses for holidays. Furthermore, holidays can help give a good sense of character to a location with not only what it celebrates, but how the holiday is celebrated.
So do you use them in your game? Any good examples of holidays that have gone particularly well?