That is because even bank employees deserve to take time off. Just like we get days off during holidays to spend time with our family (for ex: Christmas & New Year) they to deserve to take time...
As of September 11, 92 banks have been closed in 2009 and 25 in 2008.
Since 2008 there are 117 bank fails happened in US.
Track the bank failures at : http://portalseven.com/Failed-Banks-2009
Probably all banks! But from my point of view, the most common banks like Keybank and Chittenden (now called Peoples United) or TDBank. Look around in your local area for banks that close on Veterans...