Groundhog Day is a US "holiday" (although nobody gets a day off!) which takes its tradition from the German Candlemas day. On 2nd February, Germans would watch the badger emerge from its sett to see whether the animal cast a shadow on the ground, which it would only do if it was a sunny day. If it did, the tradition went that there would be another six weeks of wintry weather. If it didn't - in other words if the weather was cloudy that day), then Spring had arrived early.
Having arrived in America, the tradition was carried on, using a groundhog (a small animal from the squirrel family, also known as a woodchuck) instead of a badger.