Here’s some interesting information on the National Day of Prayer:
In the National Day of Prayer School Events Guide available on the National Day of Prayer Task Force’s website, they argue for the constitutionality and need for a National Day of Prayer, claiming that the “Founding Fathers did not mean for our government to be separated from our God, the God of Abraham, Isaac and Jacob”.
Thomas Jefferson, one of the founding fathers seems to disagree. In 1808 in response to national days of prayer, Jefferson wrote “Fasting and prayer are religious exercises; the enjoining them an act of discipline. Every religious society has a right to determine for itself the time for these exercises, and the objects proper for them, according to their own particular tenets; and right can never be safer than in their hands, where the Constitution has deposited it.”
In 1813, president James Madison proclaimed a day of prayer; but he later decided that National Days of Prayer were inappropriate, because “they seem[ed] to imply and certainly nourish the erroneous idea of a national religion”.
– From Wikipedia