The holiday "Las Posadas" is one I'd never heard of until recently. Las Posadas, which translates to "the inns", celebrates Joseph & Mary's search for an inn.
A census had been decreed, which meant that all citizens had to go back to the place they were born. Consequently, Mary and Joseph had to return to the town of Bethlehem, in spite of her pregnancy.
As Mary began to go into labor, Joseph became desperate to find an inn for them to sleep in. He went to inns, but was told they were full, try somewhere else. Finally, one innkeeper had compassion on them. He told them his inn was also full, but that he had a barn they could use.
Las Posadas commemorates this event. Each night of the festival, a group travels to a different pre-determined house, knocks, and asks for "posada." Piņatas, feasts, etc. go with the festival of course.
And of course, even in Blogland, Las Posadas is being celebrated.
Here are some neat blogs I've found, where Las Posadas is being celebrated: