Maybe it is so because the very calendars are against us?
February 29. Superstition has it that if you are a teenager and have sex on this day, you will be macheted to death by a maniac wearing a makeshift mask made out of a calendar. This superstition is, of course, the basis for the '80s horror movie Leap Year.
It goes like this: You and your friends are having a nice Easter party, when suddenly a deranged killer in a bunny mask starts stalking you. On April Fools Day, that guy you and your friends pulled a rather nasty prank upon is out to get you. On Halloween, the dead rise from their graves and start to terrorize the neighborhood. And on Christmas, The Antichrist decides to be born.
"Oh for Pete's sake!" you exclaim; "Couldn't these things happen on any other day, like, Tuesday?"
Sorry pal, Horror Doesn't Settle For Simple Tuesday.
When the horror happens, it tends to happen on Holidays and other special days marked on your calendar for various reasons: Lots of people tend to gather around on those days, usually at a remote location, calendar days make nice titles and nothing quite says Subverted Innocence than, for example, Santa Claus killing people with an axe.
Also, remember, some days are sacred to pagan/occult religions and so "natural" choices for supernatural events. These days may have had Christian and/or commercial holidays added, or they may just be special to the pagans/witches/satanists/whoever, still not just Tuesday, even if the hero doesn't know this at first.
And of course, Lovecraftian unspeakable horrors don't have any use for the human calendar, so they won't bother to do the timezone math to see where to appear. They only care the stars are right on THEIR calendars and none of these calendars have Tuesday!
Popular trope among horror movies (especially in slasher movies), but not necessarily limited to them.
See also Attack of the Town Festival, Regularly Scheduled Evil, Twisted Christmas, Dangerous Sixteenth Birthday and variousholidayepisodes.
Did I Mention It's Christmas? (or any other holiday) may be in effect for some of these.
Examples
open/close all folders
All Hallows' Eve / Samhain
All Hallows' Eve
American Nightmare
Bad Reputation
Black Eve
Boo
Brocéliande
In Buffy the Vampire Slayer the monsters tend to lay low on Halloween because it'd be tacky not to, but like much going on in Sunnydale, good intentions go real bad.
In the Harry Potter series, it just happened to be on Halloween night that Voldemort murdered Harry's parents. In fact, there's generally one major plot event every Halloween that Harry is at school, as well. First year: Troll gets in and wreaks havoc (the title of this chapter is even "Halloween"). Second year: the Chamber is opened and takes its first victim. Third year: Black breaks in and slashes up the Fat Lady's portrait.
Averted but Lampshaded in The House On The Borderland, in which the anonymous writer of the journal remarks that if he were making up his account, he surely would have chosen to initiate its supernatural events on Halloween.
Buffy the Vampire Slayer. Buffy's celebrates her seventeenth birthday by sleeping with Angel and turning him evil. On reaching her eighteenth year the Watcher's Council subject her to a test when she must fight a psychotic vampire without superpowers. On her nineteenth birthday, Giles is turned into a demon; for her twentieth Buffy has to fight a god to protect her sister and on Buffy's twenty-first she's trapped in her house with a demon — on this occasion Spike suggests that it would be best if Buffy not celebrate her birthday, and since there's no birthday episode in Season 7 she's apparently taken this advise.
A segment of 1997 Campfire Tales, titled "People Can Lick Too"
In Buffy the Vampire Slayer the Mayor scheduled his Ascension for graduation day, and proceeded to turn into a gigantic snake demon and attempt to snack on the graduates.
Stephen King's Cycle of the Werewolf, where the moon is conveniently full for a couple of holidays (New Year's Day, Valentine's Day, St. Patrick's Day, April Fool's Day, Homecoming Sunday, high school graduation, the Fourth of July, Labor Day, Halloween, and New Year's Eve).
The Hack/Slash comic Entry Wound had every holiday-related slasher "waking up" early due to a cosmic disturbance. While various holiday slashers are alluded to, the main villain of the story was a Groundhog Day-based one (if the groundhog sees his shadow, six weeks of death ensue).
The Enfant Terrible film Home Movie has sequences set on a number of different holidays; in order, they're a birthday, Halloween, an anniversary, Thanksgiving, Christmas, New Year's Eve, Valentine's Day and Easter, which the climax occurs on.
Fearnet has produced a series of shorts featuring Sam from Trick 'r Treat celebrating a variety of different holidays, like Easter and Father's Day.
The Horror Seasons is an anthology that features Christmas ("Satan Claws"); Halloween ("The Darkest Secret") and Easter ("Easter Beast").
The Long Halloween: The Holiday Killer strikes on Halloween, Thanksgiving, Christmas, New Year's, Valentine's Day, St. Patrick's Day, Mother's Day, Father's Day, Independence Day, a birthday, then Halloween again. On April Fool's it's subverted by the killer himself.
Tales from the Grave, Volume 2: Happy Holidays is a horror anthology with all the segments dealing with holidays.
In Real Life, terrorists are far more likely to align their crimes with specific calendar dates than are serial killers, as the former sometimes schedule their attacks to make a political statement, while the latter are usually opportunists.
An exception would be the unidentified perpetrator of the so-called Astrological murders; his(?) killings always coincided with something like an equinox, a solstice, or a Friday the 13th.
Other
4 Horror Tales: February 29
11-11-11
11/11/11 (These are separate films. November 11 is also Veteran's/Remembrance Day, but that observance does not appear to be an element in either of them)
The Orphan (no, not this one) happens during Friday the 13th
Pledge Night
President's Day
Rush Week
Sint is a Dutch horror movie about a maniac Saint Nicholas who prowls the streets when December 5th (the day the holiday of Saint Nicholas is celebrated in the Netherlands) falls on a full moon.
Solstice takes place, as the title implies, on midsummer solstice
In some cultures, the "unlucky day" is, in fact, Tuesday the 13th. And, yep, when Friday the 13th is dubbed for one of those cultures (including the Spanish dub)...
The Victorville Massacre is set on Labor Day.
V for Vendetta begins and ends with a bombing on Guy Fawkes Day.
Spoofs and Parodies
GrindhouseXXX had a fake (and surprisingly sex free) trailer for Easter.
Mad Magazine spoofed the concept with Arbor Day, which became Hilarious in Hindsight with the creation of the aforementioned Arbor Daze.
Arbor Day is again the chosen day of horror when It's A Living took on slasher films.
The horror anthology NightThirst had a story called "Christmas in July", which had a murderous Santa inexplicably killing in the middle of summer.
The Psych episode "Tuesday the 17th" spoofs this trope by having a very Friday the 13th-esque story (hence the title) happen on an unimportant day.
Saturday the 14th also parodies this trope.
Along with ending on the prom, the aforementioned Student Bodies begins with a nonsensical series of title cards that inform us that it is Halloween, Friday the 13th, and Jamie Lee Curtis's birthday.
