To do that you need to temporarily turn off the synced calendars, make a new local calendar and turn the synced calendars back on.
From iCal (or in OSX 10.8 Calendar) open Preferences > Accounts and uncheck 'Enable this account' for all the accounts you find there. Close the Preferences window. Then from the File menu select 'New Calendar" and name it. Then enable the synced accounts in Preferences > Accounts again.
I hope this helps.