Yeah, the one with “Never give a chicken bone to a dog,” and “Always wait a half hour after eating before going in for a swim.” 
The Ten Commandments, of course. I was thinking of a much funnier movie, The Twelve Chairs.
Twelfth Night (the play and movie adaptations) is set around Epiphany.
The Soviet version or Mel Brooks’?
Mel Brooks.
The Pink Panther Strikes Again features the Oktoberfest as a plot point; there’s a great scene with Clouseau walking through the Munich festival grounds pursued by ineffective assassins.
Beerfest is all about Oktoberfest…well, a comedically high strangeness version of it, anyway.
The love triangle in Caddyshack gets its start at a Fourth of July banquet.
Actually, I think, technically, the holiday happening in The Passion of the Christ, is not Easter, but Passover. And, so, I guess in The Life of Brian as well.
There’s even a sort of joke about it in the film (well, I laughed; no one else in the theater did*). Even though the rest of the film is in Aramaic, there are a few lines in Hebrew. One is when Jesus is actually crucified, and there’s a brief cut to Mary, who isn’t actually present at the crucifixion, but apparently knows psychically what’s happening, and says “?מַה נִּשְׁתַּנָּה, הַלַּיְלָה הַזֶּה מִכָּל הַלֵּילוֹת” (“Ma nishtana, ha lyla ha ze mi kol ha lylot?” / “Why is this night different from all other nights?”) which is a direct quotation from the Passover haggadah, and is the first of the four questions asked at the seder.
I realize there is a discrepancy between the gospel of John, on one hand, and the synoptics on the other, as to whether the last supper was a seder, and exactly when the first night of Passover was, relative to the crucifixion, but I think they all agree that the first night was some time between Jesus’ arrest and interment.
*Also, any time I have recounted this detail to a group of Jews, none of which has seen the film, the room has laughed.
ETA: When I posted this ^, why did I get a screen asking me if I wanted to post to the original topic (“Movies with an explicit holiday”), or if I wished instead to post it to the thread about movies and TV shows that had coined a word or phrase?
I certainly wouldn’t have understood the Hebrew, but “Why is this night different from all other nights?” is also used by Catholics, with reference to Easter.
Speaking of Easter, in Hidden Figures, there’s a scene at a church picnic. I seem to recall it being some holiday or another, maybe Easter?
The Poseidon Adventure and its remake are two more.