The Equestrian holiday Hearth's Warming Eve, celebrating how Earth ponies, pegasi and unicorns united to found the great pony nation, seems to me to have large elements of Christmas with a dash of Thanksgiving mixed in. This is certainly a national holiday.
Nightmare Night, commemorating the menace of Princess Luna when she was still Nightmare Moon, is very clearly the pony version of Halloween. Whether or not it's celebrated outside Ponyville has not been disclosed in the current MLP series.
Hearts and Hooves Day is certainly the pony parallel to the human Valentine's Day, as both are based upon romantic love. I presume this analogue to Valentine's Day is a national holiday celebrated across Equestria.