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This is an excerpt from Wikipedia re St Stephen's Day:
In Irish it is called Lá Fhéile Stiofán or Lá an Dreoilín — the latter translates literally as another English name used, the Day of the Wren or Wren's Day. When used in this context, "wren" is often pronounced "ran". This name alludes to several legends, including those found in Ireland linking episodes in the life of Jesus to the wren. Although now mostly a discontinued tradition, in certain parts of Ireland persons carrying either an effigy of a wren or an actual caged wren [live or dead], travel from house to house playing music, singing and dancing. Depending on which region of the country, they are called Wrenboys and Mummers. A Mummer's Festival is held at this time every year in the village of New Inn, Co. Galway and Dingle Co. Kerry. St Stephen's Day is also a popular day for visiting family members. A popular rhyme, known to many Irish children and sung at each house visited by the mummers is The Wren Song (this version popularized by the Irish group The Clancy Brothers).
There is a similar tradition in the Isle of Man where the song Hunt The Wren is the Manx equivalent. See: http://www.youtube.com/watch?v=lCROfTU2YE4