We eat matza on Pesach to commemorate the matza eaten by our ancestors as slaves in Egypt and as newly freed people. The blowing of the shofar on Rosh Hashanah parallels the mitzva to blow shofar on many an occasion (see Bamidbar, chapter 10). We light the menorah on Chanukah to commemorate the lighting of such in the Temple. The partying that accompanies Purim can be traced to the many parties in the Megillah. Even our fasting on Yom Kippur can be traced to the fasting of Moshe on Har Sinai.
Masechet Sukkah holds a special place in my heart, being the first tractate I learned cover to cover. Its topics are interesting, wide-ranging, joyful (by and large), and offer some fascinating historical insight into the religious schisms that afflicted the Jewish people at the end of the second Temple period.