Not all "holidays" are necessarily religious. In America we have president's day and stuff like that. So I guess I'll more open this up to both holidays and celebrations I guess.

I'd imagine in VIII there would be a day to celebrate the trapping of Adel. I actually wouldn't be surprised if there was a day dedicated to the Lunar Cry and maybe a day dedicated to the Hyne legend.

Spira probably has stuff for Yevon, but I'm sure there would be celebrations for the Eternal Calm as well.