26th: Australia Day in Australia - a public holiday commemorating the arrival of the convict First Fleet in 1788 and the establishment of both the city of Sydney and the colony of New South Wales, celebrated in grand style in Sydney (especially) and country-wide, with public firework displays and home barbeques
5th: Winter Light Fest, Edmonton. This is an attempt at a world class festival of winter in Edmonton. It shall combine Ice on Whyte and a few other events, as well a bunch of new ones to create a winter fest to rival Quebec. It shall run until March.
Last Tuesday in January: Lerwick Up Helly Aa,  in Lerwick on the Shetland Islands. A fire festival celebrating the influence of the Vikings on Scotland, culminating in the burning of a Viking galley.