The Collaborative International Dictionary of English v.0.48:

Labor Day \Labor Day\
   In most of the States and Territories of the United States, a
   day, usually the first Monday of September, set aside as a
   legal holiday, in honor of, or in the interest of, workingmen
   as a class. Also, a similar holiday in Canada, Australia,
   etc.
   [Webster 1913 Suppl.]

WordNet (r) 3.0 (2006):

Labor Day
    n 1: first Monday in September in the United States and Canada