Thaipusam is a celebration mostly for the tamil Hindus. It is to celebrate a thanksgiving to Lord Subramaniam (also known as Murugan) for answered prayers, and is also a day of penance.
In Malaysia it is specially big in Batu Caves. More than one million devotees will gather here each year. Ten thousands of tourist come to see the ceremonies.At Batu Caves there is a massive 42.7-metre statue of Lord Subramaniam.
Tamil Hindus prepare themselfes for this celebration by fasting for 48 days before. On the day of the festival, devotees will shave their heads and undertake a pilgrimage along a set route while engaging in various acts of devotion, notably carrying various types of kavadi (burdens). At its simplest this may entail carrying a pot of milk, but mortification of the flesh by piercing the skin, tongue or cheeks with vel skewers is also common.
The most spectacular, colourful and dramatic part, much photographed by tourists, is when devotees who have made a vow during the past year, redeem it by carrying ornamental structures (kavadi) attached to their bodies by hooks and steel spikes that penetrate their flesh. The kavadi also contain two small pots of milk, which are used to bathe a statue of Lord Subramaniam. The devotees coat their bodies with holy ash, wear saffron robes, and may insert metal skewers through their cheeks and tongues.
Devotees offer Lord Subramaniam orange and yellow flowers and fruit, and dress in orange and yellow clothing as part of the ceremony. Offerings are made to many different shrines. Devotees climb a staircase of 272 stone stairs into the limestone of Batu Caves, where a number of caverns exist and house the shrines.
I will go to the Hindu temple here in Langkawi tomorrow to see if there is any celebration there.
Read more about Thaipusam on Wikipedia.
Thaipusam is a public holiday in several states of Malaysia.