I had the same issue with the Christian calendar. My US calendar is still working though. You can get the US calendar from Apple at http://www.apple.com/downloads/macosx/calendars/usholidaycalendar.html. Click Download and it should open up iCal/Calendars to let you subscribe.
I can't find a Christian calendar hosted by Apple anymore (at first I thought they removed all religious calendars, but they still have Islamic and Hindu calendars, so I'm not sure). Google offers one though. You can subscribe to it if you have Google Calendars, and once you do there's an option to copy an ICS link, which can be used in iCal/Calendars.
Try creating a new calendar subscription (in iCal/Calendars) and paste https://www.google.com/calendar/ical/en.christian%23holiday%40group.v.calendar.g oogle.com/public/basic.ics
. That's the link I copied from them, and I believe it should work even if you don't have Goole Calendars.