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One of the things I really like about the 40K setting when done well is that the grimdark is balanced out by occasional hints of actual nice things in the 41st Millennium. For instance, in the 3.5E Imperial Guard book it's stated that veteran regiments are eventually allowed to settle down as local colonial forces on pleasant civilized worlds, still serving the Emperor but only to defend their new homes in the case of invasion, and otherwise effectively "retiring" into peacetime roles. The contrast between actual decency and goodness against the atrocious horror of the setting at large is what makes it work; if the Imperium was a complete gakhole, nobody would want to defend it, and certainly not with the righteous zeal and fury that even the humble Guardsman is capable of.

 

One good way of introducing a dash of colour into the sepia of the Imperium, IMO, is officially-sanctioned holidays, be the galaxy-wide or more localized. Now, to the best of my knowledge- and please correct me if I'm wrong here- there are three officially referred to galactically recognized Imperial holidays, all of which appear to be Christmas analogues and only one of which is in wide use in more modern fluff. Sanguinala (or is it Sanguinalia? I forget) is the "main" one, and appears to be dedicated specifically to Sanguinius, who is not only a martyr figure in the Imperium for obvious Horus-related reasons, but also in his lifetime was universally beloved and widely considered one of the greatest heroes in the Imperium's history, not just as a warrior or general, but as a man. Sanguinius, being esssentially the son of the Imperium's godhead, an incredibly benevolent and utterly swell guy respected and loved by all who met him (assuming your name isn't Kha'Banda, and even he later remarked "Gee, what a guy! There's nobody I'd rather have snap my spine than him!" punctuated with an "It is true!" from Khorne), also being incredibly potent as a warrior and leader, and ultimately brought low by the treachery of one who should have been his brother and those he had deceived, makes him arguably one of the more on-point Jesus analogues in fantastical fiction, and thus a perfect basis for a totally-not-Christmas. The other two are Candlemass (referred to a few times in old fluff, not greatly expanded upon to the best of my knowledge- I recall the Cardinal of Bray being murdered by the Chaos champion Periclitor in an insert-fluff piece in the 3.5E Chaos book whilst giving his Candlemass Day sermon) and Emperor's Day (so scarcely mentioned I'm not actually sure if it's a real thing or a fan-concept I Mandela'd into thinking was official, but fairly self-explanatory.)

 

That said, there's plenty of room for headcanon and fan-fluff to make some new ones up without contradicting anything. So let's come up with some!
 

Here's a few I've thought up:

Vulkannennacht: Recognized across the Imperium, though in varying degrees depending on locale. Celebration dedicated to Vulkan, known as one of the kindest, most benevolent and most protective of Primarchs, and a festivity associated with craftsmanship and charity. At sunset (or an appointed time on night worlds) fireworks are let off and gifts are given to family and close friends. Gifts are traditionally crafted by the giver, but can take any form, as whilst Vulkan was a smith beyond compare, it is the spirit of making the present and perfecting a craft for the benefit of another that is important, not the precise craft. As such they could take any form from a superbly smithed knife to a perfectly baked cake to a poem. Notably, whilst traditionally it is a two-way process, in accordance with the spirit of generosity (the act of giving itself rather than the material factor) it is most important for the more privileged to give gifts to those less fortunate or beneath them in hierarchy; masters will give gifts to their servants, the rich will give presents to the poor, etc. In subsectors where Vulkanennacht is widely celebrated (which tend to be some of the better parts) stinginess or meanness with gifts, especially from rich citizens or highly-ranked officials with subservient workers, is considered incredibly poor form to the point where even the hardest-hearted taskmasters will honour the spirit of the holiday; besmirching the soul of Vulkan's day is a faux pas of such magnitude it can result in permanent ostracization regardless of standing.

 

Mordenfest: Recognized galaxy-wide but not by all Imperial subcreeds. Somewhat reminiscent of a mix of Halloween and Day of the Dead. Lasts approximately one standard Terran month, Mordenfest is a celebration of the honoured dead, be they a fallen Space Marine hero or a departed grandparent. Precise celebratory habits vary depending on local culture, but generally decorations are hung, regalia is donned and festivals are held with the intention of presenting a less morbid or sad side to death, as a reminder that it is inevitable and not to be feared; we shall all be at the Emperor's side some day after all. There are a great deal of superstitions surrounding Mordenfest- it is believed by many that celebrating it the wrong way can bring bad luck, and that the point of the holiday is very specifically to celebrate the greatness of those no longer living and wish them peace in the afterlife, and not to glorify the process of death itself (though some subcultures actually take the opposite stance, believing that fearing death is contrary to the point of the holiday- and some take this a step further and make the whole thing into a celebration of martyrdom). In some areas of the Imperium it is not celebrated at all or even shunned as heretical, though these are minority cases- in fact, some very prominent Imperial figures are known for their appreciation for the holiday, including some Astartes Chapters. The Inquisition takes a keen interest in monitoring Mordenfest celebrations as it is believed by most within the Ordo Heretricus that, whilst a vitally important holiday to the Imperium's culture and morale that should absolutely be preserved, it is by its nature prone to sabotage or corruption by heretical influence. In fact, "dressing up for Mordenfest" is a common Inquisitorial colloquialism to refer to performing a seemingly frivolous task that holds considerable importance beyond what might be apparent.

 

Omnissiah's Day: Celebrated almost exclusively on forge worlds or in locales dominated by the Adeptus Mechanicus. Dedicated to the celebration of not only the Machine God Himself but also the Mechanicum as a whole and also the act of creation. On Omnissiah's Day, craftsmen- from the highest Magos to the lowliest serf- are given a day of freedom, not from duty or work itself (heresy grows from idleness) but rather to pursue a task of their choosing and to complete it to the best of their ability. Collaboration is encouraged, and whilst obviously a successful end product is desirable, the true goal of the holiday is not merely to increase productivity or create things, but to improve oneself so that the worker might serve the Emperor and the Omnissiah better in all things. Ergo, even if a creation fails or is unfinished, the learning experience gained from the process is a reward in itself. Omnissiah's Day is an unusual inversion of the norm for the Mechanicum, in that from a distance it is considered strange and unpleasant, but those who witness the joyous work firsthand often gain a new respect for the Scions of Mars. Indeed, it is a central lynchpin in those who defend the Martian Creed as a legitimate part of the Imperium's culture.

 

Ultramar's Rememberance: Also known as the Tyrannic Vigil. Predominantly confined to Ultramar, though often celebrated by Ultramarine descendent Astartes and by people that have survived an encounter with the Tyranids regardless of their home. A simple and solemn tradition in memoriam for those who fell to Hive Fleet Behemoth during the First Tyrannic War. Traditional are prayers to venerate and soothe the souls the honoured dead of the conflict, hymns of vengeance against the Tyranid menace, and sermons to remind people to be grateful for the safety and security they have. Naturally, these are participated in equal measure by regular humans and Space Marines.

 

Celebrato Fecundae: Celebrated across the entire Imperium. Very similar to Valentine's Day, Celebrato Fecudae lasts a standard Terran week. It is dedicated to not only love, romance and fertility (and everything that goes with it) but also prosperity and family. Whilst universally accepted as a very important holiday (denying its holiness is considered blasphemous, or at least incredibly morbid) the exact celebratory practices are massively varied. In some sectors it is a peaceful and low-key event where the populace reflect on the importance of familial bonds, whilst in others festivities are borderline-Baccanalian, and every stage in between exists. Another one closely monitored by the Inquisition for any signs of Chaotic or Xenos interference, for obvious reasons, however like Mordenfest the holiday itself is fiercely defended, especially after a radical Inquisitorial sect believing the holiday should be abolished was found to be part of an incredibly dangerous heretical death cult linked to Ma=][=EXPUNGED FOR THE SAFETY OF ALL=][=. One popular tradition amongst the more daring is to ask a Sororitas if she would join the individual in celebrations; depending on the local practices, temperment of the Sister, beliefs of her Convent and the manners of the asker, the results can be anything from a very happy ending for all involved, much laughter and embarrassment, or a new name to remember on Mordenfest (though such tragic ends are thankfully, and maybe surprisingly, uncommon).

 

Anyway. That's enough waffling from me. Over to you!

These are really cool, I've always thought there would be a huge amount of remembrance days throughout the setting, marking untold battles. I really like 

 "dressing up for Mordenfest" as a turn of phrase, that was a really nice touch. 

 

Noting that the Primarchs fulfil the apostles role within the imperial creed, I would imagine that each would have their own “sacred” day within the Imperial calendar some, like Sanguinala, more important that others to the general public.   They would be big deals on the homeworlds such as Baal, Inwit, etc, but only minor elsewhere?  I could see there being pockets across the Imperium where something is very important in one place but only of passing significance elsewhere.

There would definitely be commemoration of some significant battles and/or losses like His triumph over the daemon Horus.  This would be carefully regulated by the High Lords or the Ecclesiarchy though in such a regimented society.  I could see Guilliman’s return being added to the list but not the fall of Cadia, which they might not want the general populace to know.

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