Games Day is Games Workshop's long-running gaming convention. Unique from other gaming conventions due to the fact that it only ever features products produced by Games Workshop and its franchises. Notable for the Golden Demon painting competition, unique models available only during the events, and new releases. Forge World has a substantial presence as well, where they sell models (including some that they only sell at shows, like the Adeptus Arbites Imperial Enforcer), show off prototypes of future models, and host panels with their designers and writers.
Of course, as it's a Games Workshop production, it's vastly over priced for what it is, and features everything you've come to expect from a GW store, but on a huge scale. So a low standard of hygiene, pre-pubescent boys with no sense of personal space, a vast number of neckbeards, and an underlying air of resentment .
GW actually runs multiple Games Days each year; the biggest one is in the United Kingdom of course, but there are also Games Days in the United States, Spain, Italy, Germany, France, and Australia.
Similar in nature to these are Forge World Open Days (Usually bi-annual and formerly exclusive to one particular franchise before FW got shifted to doing work for Necromunda, Blood Bowl, and Lord of the Rings on top of their typical Horus Heresy and Age of Sigmar workload), which tend to be exclusively showcases and rules for their new models as well as showcases for upcoming products.