Most Christmas customs in the US share two characteristics. First, it's usually hard to pin down their origins to a single source. And second, their roots almost always reach back to religious custom — Christmas being the second most important feast day (behind Easter) on the Christian calendar — but have been happily adapted and, in some cases, scrubbed of religious content to make them more broadly palatable.
The celebration of Advent — whether with wreaths in church or calendars at home — is among these customs. On the one hand, it's one of the major seasons celebrated by most Christian churches in the Western tradition: Roman Catholics, Anglicans, Episcopalians, Lutherans, and many additional Protestant churches mark the roughly month-long period with special observance.