It's the Sunday before Easter and commemorates the entry of Jesus into Jerusalem five days prior to his crucifixion.
The people of Jerusalem laid palm leaves in his path as a sign of welcome.
The day is also referred to as Passion Sunday, commemorating the beginning of Holy Week as well as Jesus' final journey to the cross.
In Anglican and Roman Catholic churches, members of the congregation hold small crosses made of palm leaf, both to remember the palm leaves which the people of Jerusalem waved when Jesus arrived, and to remember the cross on which he died.
Some Christians display the crosses from that service in their homes during the year as a symbol of their faith. The crosses are burned at the start of Lent the next year to provide the ash for Ash Wednesday.