There are many different types of holidays. Information can be found on religious and secular holidays, as well as on days and months dedicated to a specific group of people.

For a general listing of days, look for reference materials at Howard Tilton under OPAC, s=holidays. For example:
GT4803.D6 The American Book of Days

For books on specific holidays, look under OPSAC, and type the mane of the holiday under the subject heading. For example, s=may day. Howeverm there are a few books abour days and months related to a specific group of people, like Black History Month.
Z7962.F57 May Day, A Short History of the International Workers' Holiday

A few articles might be found under DNEW or DOLD. For instance, s=women's history month.
"Walking Tours of Women's History: Chicago, London, and Seneca Falls." Ms. v.11 March 1983 p. 78-80.

To find information on holidays celebrated at Newcomb College, look in the Verticle Files at the Women's Center under "costums." Much inforamtion can be found here on May Day.
"Newcomb's First May Day, May 2, 1914." Hathaway G. Aleman, March 18, 1964.
Local Newspaper account of May Day heldo on May 2, 1914 (source Lost).
"Annual Report, Faculty Committee on Student Welfare." Katherine J.D. King, Chairperson. 1961-1962.

The best place to find information on special days in on the Internet. First try a search engine like Yahoo, which will list web pages related to the topic. Enter the name of the holiday or month of interest and search the entire database. Then search AltaVista for newspaper articles, periodicals, etc., containing the name of the holiday. Examples:
Women's history month:
National Women's History Project
National Women's History Month Programs Reported
Black History Month:
Ghana Review vol. 1 no. 6, Fri. Jan. 27, 1995, Supplement, Black History Month.
"February is Black History Month." Yaw Boateng, ibid.
"Black History Month," The Seattle Times