How did the days of the week get their names?

The planets have given the week days their names following this order:
Moon, Mars, Mercury, Jupiter, Venus, Saturn, Sun.

English has retained the original planets in the names for Saturday,
Sunday, and Monday. For the four other days, however, the names of
Anglo-Saxon or Nordic gods have replaced the Roman gods that gave
name to the planets. Thus, Tuesday is named after Tiw, Wednesday is
named after Woden, Thursday is named after Thor, and Friday is named
after Freya.

Most Latin-based languages also connect each day of the week with one of the seven "planets" of the ancient times.

Except for the Sabbath, Jews simply number their week days.
A related method is partially used in Portuguese and Russian.

Why the particular order of the days. That's not easy:

If you order the "planets" according to either their presumed distance from Earth (assuming the Earth to be the centre of the universe) or their period of revolution around the Earth, you arrive at this order:

Moon, Mercury, Venus, Sun, Mars, Jupiter, Saturn

Now, assign (in reverse order) these planets to the hours of the day:

1=Saturn, 2=Jupiter, 3=Mars, 4=Sun, 5=Venus, 6=Mercury, 7=Moon,
8=Saturn, 9=Jupiter, etc., 23=Jupiter, 24=Mars

The next day will then continue where the old day left off:

1=Sun, 2=Venus, etc., 23=Venus, 24=Mercury

And the next day will go

1=Moon, 2=Saturn, etc.

If you look at the planet assigned to the first hour of each day, you
will note that the planets come in this order:

Saturn, Sun, Moon, Mars, Mercury, Jupiter, Venus

This is exactly the order of the associated week days.

If you look at most days of the week in Spanish (French and Italian work too), you see an easy correlation to Roman gods:

Monday: lunes (luna = moon)
Tuesday: martes (Mars)
Wednesday: miercoles (Mercury)
Thursday: jueves (Jupiter, aka Jove)
Friday: viernes (Venus)

Saturday's association with Saturn seems to have gotten lost, as well as Sunday's association with the sun (probably disappeared with the arrival of the Christian Sabbath). The Spanish words are sabado (Sabbath) and domingo.

Now on to English. Our days come from Germanic gods instead of Roman ones, but you can still see lots of parallels connecting the two mythological systems:

Sunday (sun), Monday (moon), Tuesday (Tiu was a warlike god, very similar to Mars), Wednesday (Woden was king of the gods, no connection to Mercury that I can think of, though), Thursday (Thor was the god of thunder, a symbol also associated with Jupiter), Friday (Freya was a goddess that I think could be likened to Venus), Saturday (Saturn... not sure how he crept in among all the Germanic ones)

Very interesting subject! Ancient chinese and modern japanese calendars also use the "planets" for the seven weekdays (East Asian Seven Luminaries):

http://en.wikipedia.org/wiki/Week-day_names#East_Asian_Seven_Luminaries

In that page you can also see an Heptagram drawing showing graphically the day/planet association as a seven-pointed star, just as explained by "wickedwillie" above.

I've also read somewhere that such associations might have originated from the babilonians, and migrated east through India, China and Japan.

Thank you all for the opportunity to share this.

I believe it was due to the worship routine of the Norse peoples. Worship one god a day, seven days. They worshipped the sun on Sunday, the moon on moonday/monday, and Tiw on Tuesday, I believe. Wednesday escapes me, but Thor was Thursday. And I believe Freya was the god of Friday. Saturday, like Wednesday, escapes me. Shoudn't Odin be in there somewhere? :)

All of the days of the week are named for Norse gods or mythology, except for saturday, which is named after the roman titan saturn. Sunday is obviously named after the sun, "Sun's Day". Monday is named after the moon, "moon's day." Tuesday is named after Tyr, the Norse God of War, "Tyr's Day. Wednesday is named after Odin, which was at one time pronounced Wodin, or "Wodin's Day." Thursday is Named after Thor, "Thor's Day." And Friday is named after The Norse god of love Freya, or "Freya's Day." Ironic that Friday is date night and also named after the goddess of love.