I was asked to find a religious historical festival in Florida and believe me there are quite a few. But my favorite by far is the Ephinany in Tarpon Springs.
You start with the incredible Cathedral built as a replica to the First Christian Church in Constantino Turkey St Sophia de Higai. Greek marble everywhere (from the 1964 World's Fair in New York) and gold leaf. A standing room only crowd of true Greeks speaking Greek. Then you follow the excited crowd to a wonderful bayou where young Greek men jump into the water (in January) to retrieve a cross that the bishop has thrown there with the hope that the next year will bring them peace and a plentiful sponge harvest. You wonder how you transported yourself across the Atlantic because you are no doubt in Greece!
After the festivities, there is a fabulous Greek festival with food galore for you to partake in the one of the most memorable experiences of your life. Then you realize that you're not in Greece because Greece could never compete with this place.