In some Christian denominations, Ash Wednesday is celebrated to mark the beginning of Lent, the period leading up to Easter. Many believers view these weeks as a time to fast from something as a way of remembering Jesus' 40 days of fasting in the desert.
Christians who observe Ash Wednesday have the cross marked on their foreheads with ashes. According to Wikipedia, the ashes are traditionally derived from the previous year's palms from Palm Sunday and signify mourning and repentance.
Here are some local services for Wednesday, February 22: