It certainly is a national holiday in Norway, and AFAIK in Denmark as well. I actually think that we in Norway have more religious holidays than Sweden, at least Maundy Thursday (the Thursday before Easter) is a national holiday in Norway and not in Sweden.
We have the following National Holidays in Norway:
25, 26 December, January 1, 1. May (Labour Day), 17 . May (Constitution Day), Maundy Thursday, Good Friday, Easter Monday, Ascencion day (tomorrow), Whitsun Monday
There is one more than that in Denmark.
24-26 December, 1 January,, 1 May (half day) 5 June (half day) constitution day, maudy Thursday, good Friday, Easter Monday, prayer day (store bededag) whitsun Monday.
Mainly blue collar companies tend to be closed on May 1st all day where as mainly white collar companies tend to be closed all day June 5th.