Celebrate and participate!
Pioneer Day aka Deliverance Day marks the entry of the first Mormon pioneers into the Salt Lake Valley from back east on the 24th of July, 1847. This is a holiday that has strong ties to the LDS faith but is open to everyone to celebrate! Because it is a state holiday, banks and post offices are open on this day.
Local areas offer pioneer activities, rodeos, parades and fireworks displays to celebrate this state of Utah holiday. For more information on Pioneer Day and its history, go to: http://en.wikipedia.org/wiki/Pioneer_Day_(Utah)