Holi Festival in Pushkar, a small holy town in Rajasthan, begins in the eve of Holi with a big bonfire. Holi Festival in Pushkar, a small holy town in Rajasthan, begins in the eve of Holi with a big bonfire.At a least a thousand people, completely covered in blues, pinks, greens, reds and yellows, dance freely and madly about to the heavy beats of electronic music.