Roman Catholic churches—and even some evangelical churches—call the week beginning Palm Sunday and ending on Easter Sunday the “Holy Week.” In addition to this “Holy Week,” Catholics celebrate many feast days, saints’ days, and many other “holy days.”
The name “Holy Week” was used in the 4th century by Athanasius of Alexandria. Originally, only Friday and Saturday were commemorated as holy days: the death of Christ on Friday and the Easter vigil on Saturday. Later, Palm Sunday through Maundy Thursday were added to the observance.
This “Holy Week” observance expanded with elaborate ceremonies throughout the medieval age. The ordinance of a 40-day Lenten observance of prayer, fasting, penance, and other abstinence from the pleasures of life did not fully take shape until the time of Pope Gregory the Great in the 7th century.
But the 16th century Reformers did away with the “Holy Week.” Martin Luther affirmed that the only Christian “holy” day is Sunday, the first day of the week:
Our word “holy day” or “holiday” is so called from the Hebrew word “Sabbath,” which properly means to rest, that is, to cease from work; hence our common expression for “stopping work” literally means “taking a holiday” (Large Catechism).
This is directly from the 4th Commandment:
Remember the Sabbath day, to keep it holy. Six days you shall labor, and do all your work, but the seventh day is a Sabbath to the LORD your God… For in six days the LORD made heaven and earth, the sea, and all that is in them, and rested on the seventh day. Therefore the LORD blessed the Sabbath day and made it holy (Exo 20:8-11).
For the Reformers, the Lord’s Day is the only “holy” day,” in which the church gathers and worships together and rests from all their labors one day a week. The 1563 Heidelberg Catechism Q&A 103 says:
103. What does God require in the fourth Commandment?
In the first place, God wills that the ministry of the Gospel and schools be maintained,and that I, especially on the day of rest, diligently attend church to learn the Word of God, to use the Holy Sacraments, to call publicly upon the Lord, and to give Christian alms. In the second place, that all the days of my life I rest from my evil works, allow the Lord to work in me by His Spirit, and thus begin in this life the everlasting Sabbath.
Also, the 1646 Westminster Confession of Faith, 21:7-8 states:
7. As it is the law of nature, that, in general, a due proportion of time be set apart for the worship of God; so, in His Word, by a positive, moral, and perpetual commandment binding all men in all ages, He has particularly appointed one day in seven, for a Sabbath, to be kept holy unto him: which, from the beginning of the world to the resurrection of Christ, was the last day of the week: and, from the resurrection of Christ, was changed into the first day of the week, which, in Scripture, is called the Lord’s Day, and is to be continued to the end of the world, as the Christian Sabbath.
8. This Sabbath is to be kept holy unto the Lord when men, after a due preparing of their hearts, and ordering of their common affairs beforehand, do not only observe an holy rest all the day from their own works, words, and thoughts about their worldly employments and recreations, but also are taken up the whole time in the public and private exercises of His worship, and in the duties of necessity and mercy.
Though most Reformers affirmed only the Lord’s Day as “holy,” they still retained other Christian commemorations, specifically the birth of Christ (Christ), his death (Good Friday), his resurrection (Easter), his ascension into heaven (Ascension) and his pouring out of the Spirit (Pentecost). These were not “holy,” but they are the most important milestones in the redemptive work of Christ.
Therefore, there is no “holy” day other than Sunday, “the Lord’s Day.”