Even when Fly and I were each other's only real partners, we still celebrated holidays separately. It's the same with Moonlight. We all have our own families, and Fly and I are further complicated by Kiddo's schedule with Fly's baby-mama. As well, Fly works for an artisan bakery, so the days preceding holidays are huge production and delivery days for him, so he's often exhausted by the time the actual holiday rolls around.
Thanksgiving, I go to my family, Moonlight does something with her family, Fly either comes with me or goes to his parents' or one of his sisters' houses, depending on what's going on. Then, Moonlight and I go to her friends' big thanksgiving dinner on Friday for our holiday time together.
My family celebrates on christmas eve, which also happens to be Fly's mom's birthday. So, he goes to his family, I go to mine. If it's our year to have Kiddo, we do Christmas morning just the three of us. If he's at his mom's, christmas day is pretty quiet. Moonlight does christmas morning with her daughter and granddaughter. She and I celebrate on boxing day. Fly's folks have a big party every year shortly before christmas, so I usually attend that with him.
Last New Year's Eve, Moonlight, Fly, and I all hung out together at a party. I don't know what will happen this year.
For us, spending the precise day together with partners isn't as important as just the general sharing the holiday season with them. We're also lucky that for all three of us, our families are local, so there's no worry about traveling or having to pick and choose which events to attend, etc.