Firaxis may have well been closed on July 3rd for a holiday - my company gave us both the 3rd and 4th off, and it's just a giant generic corporate entity. Tech companies tend to be more liberal about that sort of thing, but I'm not sure if that holds true for the gaming industry, as they tend to be the part of tech that doesn't have trouble attracting employees (cause people want to work in the games industry).
The US has no legal requirement to offer vacation leave, it's up to the individual companies. At least on a federal level, different states have different laws in that regard. I'd say most 'white collar' jobs have some sort of vacation leave. Most service industry jobs probably wouldn't, except maybe for managers (there are exceptions - I know Costco for instance has a great reputation in terms of salary/health insurance/vacation leave for all their workers).
Even if a company offers vacation leave, there's no guarantee they'll let you take the time off (it's often up to the individual managers). I've never personally encountered a problem with this, but it's one of those things you hear about.