What I love about Italy is that every holiday is a big event and comes with great Italian food. At Christmastime, for instance, the stores are filled with panettone, a sweet bread full of candied fruit.
Around carnevale -- a pre-Lent blowout that lasts from one day to one month, depending on where you live -- you can find deep-fried strips of dough covered in powdered sugar called chiacchiere, just about everywhere you look. Easter may be my favorite though, as Easter is the time of colomba.