We celebrate it every 4 years, with a few exceptions, as today is Leap Day!
Leap year was given to us by Julius Casaer and astronomer Sosigenes, who modified the Roman calendar to 12 months with equally distributed days and a leap day every 4 years.
This would then get adjusted by, Pope Gregory XIII, who adjusted the calendar once again, because the Earth revolves around the sun every 365.2421 days, so one leap day every 4 years except years evenly divisible by 100 but not 400. Case in point, there was no leap day in 1900 and there will not be one in 2100.
All that said, it is a manipulated quirk in our calandar that people have had fun with for ages. From leap year parties where you only see each other on that day every four years to those who were born on leap day and celebrate the year in their lives every four years as if the other three in between didn't exist. Whichever the case, celebrating the day is one of those rare cool instances to have an extra day where there's not usually one.