Found my solution here:
http://www.outlook-tips.net/howto/missinghol.htm
1) Download the 2006-20012 Holiday file (Outlook2012.HOL) and save to:
C:\Program Files\Microsoft Office\Office10\1033
Then opened Windows Explorer (right click on START, left click on EXPLORE),
located 1033 folder mentioned above, move (not copy) the original holiday
file (Outlook.HOL) to desktop temporarily, just in case file needs to be
reinstated later. later (in my case, I didn't need it and subsequently
deleted t from the desktop).
Then go back to 1033 file in explorer, locate the file I downloaded
(Oulook2012.HOL), right click on it, and left click on Rename. Rename to
Outlook.HOL
Now re-loaded holidays into calendar:
Open Outlook, Click on Tools>Options>Calendar Options>Add Holidays
Put checkmark next to U.S. Holidays (if that's what you want) and click OK.
If the holiday category you desire is already check marked, click OK anyway
and the next dialog box will say that the hoidays are already loaded, and ask
if you with to reload them... Click YES.
THen check your calendar...holidays should be there.
Godd Luck.