Columbus Day seems to be one of those holidays that is going away. It's almost ready just to transition into "Italian American Day", but not quite yet. According to my research the date celebrates Columbus's arrival in Americas (see they're already changing it from "discovered" to having just "arrived").
But hey, why listen to my b.s. when you can watch an old cartoon about it (please note, it says "Columbus Day is celebrated on October 12", it was since changed to the second Monday in October to facilitate three day weekend mattress sales).