Purim is the Jewish holiday that commemorates the salvation of the Jewish people in ancient Persia from extermination. You can read a summary of the story, which comes from the Old Testament Book of Esther, at the Chabad site. The JewishVirtual Library also has a good summary.
Purim falls on the 14th day of Adar, which is usually March. Adar, according to the Jewish Virtual Library, "is the day that Haman chose for the extermination of the Jews." Haman is the egotistical and arrogant king of Persia and the villain of the story.
This year Purim falls on the same day as St. Patrick's Day, March 17th, so maybe as Haaretz (a website with news about Israel and the Middle East) says, we should call it St. Purim's Day.