One approach is a combination of a IRstuff's suggestion to use Tools | Change Working Time and an addition step of creating an unlinked (i.e., no predecessor) milestone with a Start No Earlier Than constraint on the day of the holiday. You can name the milestone "* Christmas *", etc.
However, I would probably caution against doing this at all, because it may clutter the project plan itself and any reports that you are generating off of the plan (i.e., milestone reports).