5 de Mayo, Batalla de Puebla, when mexicans kicked some french arse.
We didn't lost the war, it just delayed until Maximilano was killed along with other traitors a few years later.
I found some links about it, kind of inaccurate:
http://www.mexonline.com/cinco.htm
http://www.vivacincodemayo.org/history.htm
Our Independence Anniversary is not on September 15-16th either (1810). That's when the war started, the actual date is September 28th (1821), when it all ended. But i dare to say that 99% of mexicans don't know that