http://www.slipstick.com/calendar/holidays.htm#company should help.

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Milly Staples [MVP - Outlook]
Post all replies to the group to keep the discussion intact. Due to
the (insert latest virus name here) virus, all mail sent to my personal
account will be deleted without reading.
After furious head scratching, Jbaum asked:
| I was able to import the data from the microsoft website of the
| holidays and sports. I would like to add data I have researched from
| my local city. Is there a way of doing this without adding each
| event seperately?
| jbaum