I can only speak for Google Calendar because that's what I use. If you're using Google Calendar as well, from your PC you can tell it to add other calendars to yours. Among those that can be added is the US Holidays calendar. Once you have included it on your PC version, when you next Sync using your Storm, it will sync the holidays in addition to your own calendar.
I added my holidays to the storm calendar using outlook. With Outlook open, click Tools from the menu bar at the top of the screen and click Options. Next click Calendar Options and under the Calendar Options section should be a tab in the middle of the window that says Add Holidays... Finally, click the box next to each location of the world you want the holidays from and click Ok. Now when you look in the Outlook calendar you will see the holidays for each location you choose. Just sync your outlook calendar with your blackberry calendar using DM to add the holidays to your storm calendar.
Posted from my CrackBerry at wapforums.crackberry.com
I use both outlook calendar and google. In google, you can add other calendars to yours. So I added the US holiday calendar. The key is, once you add it you have to go into the google sync app and tell it to sync the new calendar. I do this with other public calendars that I need.