November 5th is Guy Fawkes night, celebrating a foiled plot to blow up the Houses of Parliament in 1604. The unfortunate Mr Fawkes was subsequently hanged for high treason.
The occassion is celebrated with fireworks and - traditionally - a large bonfire on which a "guy" is burned. It's all in the name of entertainment, though.
You're right that we don't celebrate July 4 as energetically as you, however we do let out the occassional smile as we remember getting rid of that damned colony across the ocean
Rob