Are you missing holidays for 2003 and beyond? Earlier versions of Outlook included only holidays only through 2002 and Microsoft released a patch to cover the next few years. After downloading and installing the patch, you'll need to install the holidays using Tools, Options, Calendar Options, Add Holidays.

Slipstick.com has more information on using holidays in Outlook, including the link to the holiday update. Or go directly to the update at Office Update

Need calendar entries for your favorite sports team? Calendar Updates has updates for many US teams, as well as US and Canadian holidays and moon phases.