The Chicago Manual of Style holds that the names of secular and religious holidays or otherwise specially designated days or seasons are to be capitalized. Below is a list (by no means exhaustive) of common holidays and seasons and their spelling and capitalization according to Chicago Style.
All Fools’ Day
Christmas Day
Earth Day
Election Day
Father’s Day
The Fourth of July, the Fourth
Good Friday
Halloween
Hanukkah
Holy Week
Inauguration Day
Independence Day
Kwanzaa
Labor Day
Lent
Lincoln’s Birthday
Martin Luther King Jr. Day
Memorial Day
Mother’s Day
National Poetry Month
New Year’s Day
New Year’s Eve
Passover
Presidents’ Day
Ramadan
Remembrance Day (Canada)
Rosh Hashanah
Saint Patrick’s Day
Thanksgiving Day
Yom Kippur
Yuletide
-but-
D-day
election day
inauguration day