Apparently, Labour Day originated in Canada:

Fun Facts - The Weather Network

I always assumed it was the same as your Labor Day. Wikipedia gives more information:

Labour Day - Wikipedia, the free encyclopedia

Depending on how leftie you are, it's more associated with the actual labour or trade union movement. Most people just think of it as another long weekend, however. This little survey kind of confirms that:

http://www.theweathernetwork.com/pol...ate-labour-day