The AP Stylebook holds that the names of holidays and holy days should be capitalized. Below is a list (by no means exhaustive) of some of the most common holidays and their spelling and capitalizations according to AP Style.
April Fools’ Day
Christmas or Christmas Day (never abbreviate Christmas to Xmas or any other form)
Columbus Day
D-Day
Easter
Father’s Day
Fourth of July or July Fourth
Good Friday
Groundhog Day
Halloween
Hanukkah
Holy Week
Independence Day
Inauguration day
Kwanzaa
Labor Day
Lent
Lincoln’s Birthday
Martin Luther King Jr. Day
Memorial Day
Mother’s Day
New Year’s or New Year’s Day
New Year’s Eve
Passover
Presidents Day
Ramadan
Rosh Hashana
Thanksgiving or Thanksgiving Day
Veterans Day
Washington’s Birthday
Yom Kippur