Happy May Day
In many countries, May Day is synonymous with International Workers’ Day, or Labour Day, which celebrates the social and economic achievements of the labour movement. May day carries also several traditions with ancient origins, that can be shown on stamps.
In Finland May day (known as vappu or valpuri) is a combination of several elements. Older people celebrate the may day as labour day, for families with kids it’s a celebration of spring time and flowers, for students it’s booze-embedded 24-hour party. I think this Finnish 2008 celebration stamp set sums very well what Finland looks like in May 1st.

Finland 2008 celebration postage stamps with true postal usage (cut piece from registered parcel). Michel #1917-21, catalogue value 7.00€.
May day flowers are also a tradition in several countries – France, Finland, Russia etc. Each country has different story and traditions for the use of flowers. For example in France, May 1st, 1561 King Charles IX received a lily of the valley as a lucky charm. Due to this, he decided to offer a lily of the valley each year to the ladies of the court. At the beginning of the 20th century, it became custom on the 1st of May, to give a sprig of lily of the valley, a symbol of springtime. The french government permits individuals and workers’ organisations to sell them free of taxation. It is also traditional for the lady receiving the spray of lily of valley to give a kiss in return.

Finland 2002 Lily of the valley definitive postage stamp. Michel #1599, catalogue value 0.20€.
Lily-of-the-Valley is my favorite flower too, even though I’m not from Finland (it is the Finland national flower). I put the article about Lily-of-the-Valley first in my “National Flowers” blog.
Best wishes.