Hajj isn't exactly a holiday, it's a pilgrimage to Mecca. It happens every year in the last month of the the Islamic year and all adult Muslims are required to perform it at least once in a lifetime, and that too only if they are financially and physically capable of travelling to Mecca and carry out Hajj. It's Eid al Adha that's the holiday, and it's at the end of Hajj.
EDIT- huh, as a matter of fact, we do get holidays during the days of Hajj.