Also called Our Lady of Victory, this feast was initially instituted as a day of thankfulness in the 16th century following the miraculous defeat of the Turkish fleet and the end of Muslim domination of the Mediterranean. It’s celebrated on October 7, and I believe the whole month of October is dedicated as the month of the Holy Rosary. Over time the feast became more focused on the celebration of the Rosary itself, in no small part because the devotion of the people through the Rosary plays a key part in the story of the Turkish defeat. I discussed the Rosary in my post on the Hail Mary prayer, so I won’t repeat that here. However, for those interested, I did run across a short pdf outlining a typical Rosary devotion.
As with Our Lady of Sorrows, there are a number of Catholic Churches with Our Lady of the Rosary as their name and patron.