I say yes, for two reasons: 1) these schools are of similar prestige, and 2) schools of similar prestige compete with each other for talent. A third reason to tell the other schools about your acceptances is the fact that playing schools against each other works for financial aid, why not admission?
Still a fourth reason is the "neighbor effect". If you go door-to-door with a petition, you'll find that the first thing a resident will do is try to peek at your list to see what other neighbors have signed off on it. As confident as people seem in their decisions, they often look for validation in other people's decisions; it's human nature. Admissions' officials are not immune to this dynamic.
Writing them gives you an opportunity (read; excuse) to contact them and have your file "refreshed", i.e., moved back near the top of the pile for further review, as you are showing genuine, continued interest in their school. The squeaky wheele gets the oil, right?
A "hold" for all intents and purposes is like a "waitlist", but directed at the regular admissions season. The only differences are that your file likely has not received a full review and the committees will probably come to some kind of decision on you (admit, deny or waitlist) BEFORE the summer. Like waitlisted files, those that are held are competitive, just outside the realm of being among the strongest, or arrived rather late in the game. The schools are very interested in you, but feel the need to see other files before making a decision on you.
But here's the thing: you must AVOID positioning your letter as a "demand" or "bragging"...or even a "warning", but more as an "update" that lets the Columbia and Northwestern committees know that you are still extremely interested in their schools, that you are a valued candidate, and that you want to make an educated decision and could not possibly do so without knowing where they stand.
Tell them that you want to update them. after all, gaining admission to another top school is an accomplishment. And once a school begins competing for a talent, it doesn't like to lose. Be careful not to position the letter so as to create the impression that you will attend another school, but, at the same time, be gracious and admit that the other schools are great. Do not slam the other schools...kiss of death!