Unused voice lines for NPCs exist mentioning "Hearts Day" and "New Life Festival". These are both holidays that existed in The Elder Scrolls II: Daggerfall. It's possible Bethesda meant for the holiday system and these specific holidays to return in Oblivion, before being cut. Additionally, Pete Hines mentions in an interview that these holidays were to be present in an unreleased DLC.
Contributed by ClaudX