In my opinion, we don't have a lot of family traditions. But some we do have are :

We all go to one baseball game each year.

We all go to the local amusement park once a year.

Thanksgiving is at our house. Everyone is welcome to come here and enjoy the feast. But we won't leave the house on that day (like the other poster).

Christmas dinner/gift exchange is at my parents house. DH's family is welcome to go there also, and MIL always shows up. It makes for a fun time, with our son being able to spend the day with his grandma and my parents (DH's parents are divorced and his dad lives in a different state).

This year we are also going to a concert in a local city. It is DS's first real concert, and we are all kind of jazzed (going to see Randy Travis - I don't really like country, but he is DH's favorite singer).