It depends on what you are trying to get from your work out. If you're trying to lose weight then you should eat a little less on your days off (not significantly less though, only 200-400 fewer)
You are burning more calories on your workout days and you need to replenish the minerals and vitamins that you lose from your workout.
If you're trying to bulk then I would say it really doesn't matter, keep your diet clean and keep your calorie intake high even on your days off.
Keep your protein intake the same, it might not be as necessary on your days off, but it sure wont hurt!