Halloween, Easter, and Christmas (Also known as Yule) are all based on Pagan holidays and were coopted by the Catholic Church to encourage Pagans to convert. Thanksgiving isn't inherently religious - it's more culturally American and wasn't widely celebrated until it became a national holiday in 1941. Both St. Patrick's day and St. Valentine's day have become so commercialized to the point that non-Christians celebrate them just to get drunk or get flowers/chocolates respectively. Oh - add Halloween, Easter, and Christmas to the list of holidays that are so commercialized that they've lost their religious significance.
Ash Wednesday. You have Ash Wednesday all to yourselves. :-)