National Geographic Style Manual has moved to
Usually capped in names of saints' days or festivals:
St. Michael's Day
Thanksgiving Day
Christmas Day
D-Day
V Day
V-E Day
V-J Day
Capitalize all words in the name of a designated or branded day, week, month or other time period: Black History Month, Mental Health Awareness Month, World Religion Day, International Women’s Day. Lowercase the time period in informal descriptions: Memorial Day weekend, Christmas week.
See also Carnival, festival, holidays, JEWISH HOLIDAYS.