Chhath, the most important festival from Bihar finds its mention in ancient texts also. There are incidents in ancient texts which make us believe that Chhath has been observed in ancient India.
Karna observed Chhath
It is believed that Surya Putra Karna who was the first to start this puja. According to the legends, Karna, Son of Surya & Ruler of Anga-Desh (Now Bhagalpur in Bihar) observed Chhath Puja or Surya Shashti with sheer devotion. It is said that Karna had gained supreme powers by performing Chhath rituals. This had made Karna grow into a powerful and valiant warrior.
Draupadi observed Chhath
It is believed that Draupadi was an ardent devotee of Lord Surya (the Sun god). Due to her devotion toward Surya, she was gifted with the unique power to cure even the most deadliest diseases. This power & energy of Draupadi helped Pandavas to survive & win the Battle of Kurukshtera and eventually regain their lost kingdom.
Another such legend associated with Draupadi is that, Once during the long exile from their kingdom, 88 thousand wandering hermits visited their hut. Being devout Hindus, the Pandavas were obliged to feed the monks. But as exiles, the Pandavas were not in a position to offer food to so many hungry hermits. Seeking a quick solution, Draupadi approached Saint Dhaumya, who advised her to worship Surya and observe the rituals of the Chhath for prosperity and abundance. Through her worship of the Sun God, Draupadi was not only able to solve her immediate problems, but also helped the Pandavas later regain their lost kingdom.
Legend of Lord Rama
Another history behind celebrating the Chhath puja is the story of Lord Rama. It is considered that Lord Rama and Mata Sita had kept fast and offer puja to the Lord Sun in the month of Kartik in Shukla Paksh during their coronation after returning to the Ayodhya after 14 years of exile.