I wondered this myself after noting some of the aired episode dates, especially around Halloween. I thought it would be neat to see an episode Halloween related. But alas, holidays were never mentioned or referenced in any of the episodes. I do remember seeing and interview with Dan Curtis saying that one of his regrets, after making Dark Shadows, was that he wished he could have done a version of "A Christmas Carol, Dark Shadows style".

I think one of the geniuses of the entire series is that the show never referenced regular society, media, or events of the time, which kept the show within it's own world. This helped to make it eternal and the cult classic it came to be.