The New York State Department of Civil Service issues an annual memo that lists not only the State Holidays, but also the religious observances that are followed during the year by different faiths. I thought a link to this page would be useful to those of you interested in the various Days of Observance for 2005. You will have to scroll down a little to see the beginning of the listing. 

 I checked this link on 1/1/2007 and it probably hasn't been updated for 2007. I will attempt to check it again soon. (DRM)