In the list 'World Teachers' Day', 'Columbus Day', 'May Day', and 'Halloween', the odd word out is 'World Teachers' Day'.
Reasoning: Columbus Day, May Day, and Halloween are widely recognized secular holidays with established traditions and public observances in many countries, particularly in North America. World Teachers' Day, while important, is a more specialized observance focused on the profession and may not have the same broad public recognition or widespread celebration as the other three.