It used to be commonplace for people to refuse to marry others based on their religious preferences. While this is still true for some, others are perfectly fine being wed to those who do not share the same faith. This is not something that is easy to handle, but the follow advice should make it a bit simpler to handle Jewish holidays if you are of another faith.
The first thing you should understand is that no one says you must convert to the same religion as your spouse. With that said, you should still respect their ideals and express an openness to learn. For example, when your loved one tells you that they are celebrating Yom Kippur, ask about the history behind the day instead of reminding them that this is not a holiday that is observed in your faith.
Attending events with your Jewish spouse will also let them know that you are loving and supportive, even if the goal is not to convert to their religion at any time. There is no law that says you must be Jewish in order to attend a synagogue. The next time your spouse asks if you would be willing to join them, accept the invitation. There may actually be a chance that you learn something new and enjoy the experience.
Allow your children to celebrate all holidays. One problem that couples with children have is forcing the little ones to choose one faith over the other. Since all religious holidays are not observed on the same days, there is no reason that they should not be allowed to enjoy a little of both.
Marrying someone of another faith is a decision that takes a great deal of open-mindedness and bravery. If you have done this and are looking for ways to embrace Jewish holidays, the advice here should be a huge help.