Comparable to such holidays as Thanksgiving Day or the Fourth of July, observed in the United States of America, the Feast of Purim commemorates the Jews’ deliverance from their captivity to the Persian Empire during the fifth century B.C. The Bible records the origin of this feast in the book of Esther, chapter 9.
Another such feast is the Feast of Lights (originating in the second century B.C., during the Maccabean period). While these feasts are not among the Holy Days God commands His people to keep (notice Leviticus 23), they hold meaning for the Jewish people. As a Jew, Christ Himself may have kept these days during His physical lifetime (notice John 10:22).