A 125-year anniversary is called a quasquicentennial. This word is pronounced 'kwos-kwi-sen-ten-ee-uhl' and it may be used as a noun or an adjective.
A centennial is 100 years and a sesquicentennial is 150 years. At 175 years, the anniversary is known as the quartoseptennial anniversary.
A 200-year anniversary is called a bicentennial. At the 250-year mark, the anniversary is called a semiquincentennial. 300 years is called a tercentennial anniversary, and 500 a year anniversary is called the quincentennial.
Each 1,000-year anniversary has the term 'millennial' at the end. For example, 1,000 years would be millennial, 2,000 years is bimillennial and 3,000 years is trimillennial.