I don’t know if there is an all inclusive list for all major religions, but hebcal.com has a detailed calendar for Judaism. Not everything on the calendar requires Jews to take time off of work, so further research may be required to get the exact list that you’re looking for. It does give some explanation of each holiday on the site though.
For some reason, it didn’t work on OpenBSD. I couldn’t install the file sets until I wrote the image to the flash drive normally.