If these holidays are common to all of the calendars, consider putting them as events on the Meta Calendar. If you temporalily disable the Meta Calendar (Calendar Options | Meta Calendar | "Disable Meta Calendar") you will be able to add the holidays as events of the Meta Calendar. Don't forget to re-enable the Meta Calendar.
The holidays now won't show up on the individual departments' calendars, but they will on the integrated calendar, and they won't be duplicated.
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Geoffrey H. Goldberg
Pittsburgh