Martius (March), the Roman month devoted to and named after the god of war, Mars, was so filled with celebrations -- fasti -- that there was a special day in it to rest from the festivities. It wasn't exactly like a month with nothing but weekends. There were happy occasions, but there were also fasts and a day for bloodletting. There was even a parade of pines or palms. If it's beginning to sound slightly familiar, it should. Easter and Lenten activities bear striking similarities with the first month of the (pre-Julian calendar) year -- March.
Read more in March Holidays in Ancient Rome.