Sikhs celebrate Diwali by celebrations takeing place to mark the Sikh celebration of Bandi Chorh Divas.
Sikhs celebrate Bandi Chhorh Divas to mark the return of the Sixth Guru, Guru Hargobind Ji, who was freed from imprisonment and also managed to release 52 Hindu Kings (political prisoners) at the same time from the famous fort of Gwalior by Emperor Jahangir in October, 1619.
So the Kings/rajahs were freed and the Guru became known popularly as the "Bandi Chor" (Deliverer from prison). He arrived at Amritsar on the Diwali day and the HarMandar (also known as the "Golden Temple") was lit with hundreds of lamps (Devai) to celebrate his return and hence the day came to be known as the "Bandi Chhor Divas" (the day of freedom).
Sikhs also celebrate Diwali becuase this was the day that the first foundation stone of Shir Harimandar Sahib was laid. These celebrations are carried out across the World were ever there are Sikhs.