I think Columbus Day has to be one of the stranger holidays we (kind of) celebrate here in the States. Not all offices are closed, but retailers still have Columbus Day sales, though they hardly need an excuse for another sale, do they?
Columbus Day seems to be observed mostly on the East Coast, especially New York. But the first Columbus Day holiday was observed in Colorado in 1906 (if Wikipedia can be trusted).
I suppose everyone is supposed to know why we have a holiday called Columbus Day, but as someone from the Bay Area I like to think it has something to do with the salami company of the same name. It would be very much like the Bay Area to have a holiday celebrating food. After all, doesn't every one take the day off for Zinfandel Day?
I suppose every area of the country has a holiday that they celebrate that other parts do not. Here we have Casimir Pulaski Day. Casimir Pulaski Day is a little like the Passover Seder in that each time it is celebrated one must explain the meaning of the holiday. With Passover it is part of the tradition and ceremony, with Casimir Pulaski Day it is because one has genuinely forgotten again who the guy was and why there is a holiday named after him. (Wikipedia explains it, sort of.)
In any case, if you are in Europe and having difficulty reaching folks on the East Coast, now you know why. Next year you can prove your wisdom by sending your U.S. friends a salami as a Columbus Day gift.