It's neat that the Mac ships with Holiday calendars. All you need is to enable these in the Preferences and you have all the state/national holidays listed.
Note that this option works for every country and is country-specific. If you are in the US or UK or India and you enable this option, it will display the holidays of your country.
Here's How to Show Holidays in Calendar App for Mac OS X:
Step 1: Click on the “Calendar” app from your dock.
Step 2: Select the “Calendar” menu and click on “Preferences.” (For first time users, you will see “Calendar” option showing up in the upper menu bar of your desktop, after you perform Step 1. You need to click on it to start the Calendar menu.)
Step 3: Choose the “General” tab
Step 4: Towards the bottom, there will be an option to “Show Holidays Calendar” Check this option.
Step 5: Exit the Calendar menu and re-start the Calendar app to see the Holidays displaying there.
This change has an immediate effect on the Calendar app. You can even switch between the “Day,” “Week,” “Month” and “Year” tabs to take a look at the holidays. The preference to see US Holidays will not affect other holiday-categorization such as “Professional” or “Home” etc., as they are listed in a separate calendar. If you wish to switch them off, you can uncheck the options from the sidebar.
Depending on how you integrate your Calendar with your iCloud account, your iPhone will start showing the Holiday calendar too. In most recent versions of iOS, the holiday calendar seems to have been hardwired, making it a little tougher to disable/hide like before. (previously, you manually added holiday calendars via Mail, Contacts, Calendars.)