Welcome to the Tunnel of Terror!
Over the 9 seasons, all but the first featured a Halloween special. There is a great dvd collection of all eight episodes for like $5 bucks. Here is the season 2 episode BOO!, which was the first Halloween special.
You can find a lot of the episodes on youtube and other streaming services. A lot of shows do Thanksgiving and Christmas specials, but Roseanne was different. The cast and crew seemed to take great joy in making these Halloween specials. Of all the episodes I can recall, the Halloween ones always stand out in memory. Seeing what neat pranks they had in store for each was great fun and made the episodes exciting to see how they would one up each other. After the Halloween episode aired you knew a Thanksgiving episode was sure to follow in the coming weeks.
A quick overview of the Halloween episodes:
Season 2 Boo!: The episode shared above.
Season 3 Trick or Treat: There is a commentary about gender roles and expectations of men and women as DJ, the son wants to be a witch for Halloween much to Dan's dismay. Roseanne decides to dress as a Trucker and go down to the Lobo (the local bar in Lanford) to see what it is like to be one of the guys.
Season 4 Trick Me Up, Trick Me Down: George Clooney Returns! Dan and Roseanne decide to prank their neighbors at he lodge Halloween party.
Season 5 Halloween IV: This is a Christmas Carol spoof centering on Roseanne and the ghosts of Halloween.
Season 6 Halloween V: Roseanne's kids attempt to play a prank on her.
Season 7 Skeleton in the Closet: Dan, Leon, Fred, Jackie and others play a prank on Roseanne that centered around the LGBT themes the show integrated into it as it developed. Leon (played by Martin Mull) is an openly gay Republican and gets his first chance to upstage Roseanne's Halloween parties and help pull the ultimate prank.
Season 8 Halloween The Final Chapter: This episode is more of a baby episode, it starts off during Halloween and turns to Roseanne having a baby.
Season 9: Satan Darling: This episode is a little strange, but most of the 9th Season is a little strange.
If I had to recommend three of them for a good hour of tv, watch season 2, 4, and 7 episodes. All in all, you won't be disappointed with the Halloween specials or the show in general. It was a show that catered to working class, blue collar folks and was able to explore political and social issues in a way that would most relate to the audience.