The Sto. Nio Festival, located in CIty of Malolos, Bulacan, Philippines, is a popular Festival tourist attraction. Bulacan, Philippines, is a popular Festival tourist attraction. Sto. Nio Festival (CIty of Malolos, Bulacan) Sto. Nio Festival (Held during Last Sunday of January) The festivities begin with an exhibit of Sto. Nio