I know this thread is extremely old, but wanted to reply with my fix. I am still running iOS 8.4.1 on my 5s. I wipe my device clean every 2 months and occasionally have this issue. Besides manually adding the ics file, none of the other suggestions work. What has worked for me every time without fail, is simply going into Calendar, then clicking Calendars (at bottom) and then pulling down from the top to refresh the list. When I go back into month view, the holidays are there. Hope this might work for others should they still be running iOS 8 and come across this particular issue.