I know that May the 1st is also the feast of St Joseph the Worker in the Catholic Church and assumed that there was a long standing history of that feast, predating the modern usage of May Day as workers day, but it seems that everyone cashes in somehow. A quote from a Catholoic Church web site:

"Apparently in response to the "May Day" celebrations for workers sponsored by Communists, Pius XII instituted the feast of St. Joseph the Worker in 1955."

So not as old a religious feast day as I assumed.