As I understand it, Groundhog Day in the US began as a custom of the German settlers (inaccurately referred to as the Pennsylvania Dutch) in Southeastern and Central Pennsylvania. It has its roots in European folklore where a badger was the prognosticator. I assume it morphed into a groundhog because there are no badgers in SE Pennsylvania. In Canada, the tradition is associated with ancient Celtic tribes using observations of various animals to predict the weather.
BTW, another name for a groundhog is whistle pig (they whistle to warn other groundhogs of danger). I guess they took a vote and Whistle Pig Day lost, so Groundhog Day it is.
Groundhog Day is also somehow related to Candlemas, although how a groundhog predicting the weather can have anything to do with the presentation of Christ at the temple or the purification of the Virgin is beyond me. Perhaps it began as a "alternate" celebration for non-catholics. Anyway, AFAIK, in present day America Groundhog Day has no religious significance.
There are many places in the US and Canada that host special celebrations for Groundhog Day. The biggie for the US is at Gobbler's Knob in Punxsutawney, Pennsylvania. It began in 1886, and features a groundhog named Punxsutawney Phil. This is the setting for Bill Murray's Groundhog Day film. Phil saw his shadow this morning, so winter continues for another 6 weeks.
In Canada, the largest celebration is at Wiarton, Ontario (began about 50 years ago) featuring Wiarton Willie, an albino groundhog. Willie also saw his shadow this morning.
No special trains today that I've seen. Maybe I should start one- the Whistle Pig Express.
"It is one of the happiest characteristics
of this glorious country that official utterances are invariably
regarded as unanswerable."
-Sir Joseph Porter, First Lord of the Admiralty (HMS Pinafore)