In 1826, Rabbi DovBer of Lubavitch (see calendar entry for yesterday, Kislev 9) was arrested on charges that his teachings threatened the imperial authority of the Czar, but was subsequently exonerated. The date of his release, Kislev 10, is celebrated amongst Chabad Chassidim as a "festival of liberation." Tachnun (confession of sins) is omitted from the day's prayers, farbrengens are held, and Rabbi DovBer's teachings are studied.
Link: Prison Juice
In Chabad practice, Tachanun (confession of sins) and similar prayers are omitted today.
It is not so much that we need to be taken out of exile.
It is that we must take the exile out of ourselves.
What is exile? It is the belief that there is some place outside of G-d.
And that in that place, there are forces stronger than G-d.
And those forces will not allow you to do what your soul came here to do.
Fear no thing, no force, no being other than G-d. Do that which you must do as though nothing stands in your way.
Then you will have taken yourself out of exile. And G-d will complete the job.