There are no Halloween Specials on TV, although four were planned for The Sarah Jane Adventures: "Full Moon", "The Station", an untitled Halloween Special & "Night of the Spectre". These were abandoned because of the death of Elisabeth Sladen.
At one point, Series 11 was rumoured to have a Halloween special. As it turned out, there was no obvious candidate for this position, however the episode that aired the closest to Halloween, "Arachnids in the UK", did feature giant spiders, a concept often associated with the holiday and with horror in general.
In other media, "Forever Autumn" (BBC New Series Adventures novel) -- Tenth Doctor & Martha Jones -- is set at Halloween & is very strongly Halloween-themed, as are "The Trick" (comic story) -- Eleventh Doctor & Amy Pond -- & "Wholloween" (comic story) -- Eleventh Doctor, Amy Pond & Rory Williams. "The Night After Hallowe'en" (short story) -- Eleventh Doctor -- is an online story written as a special for Halloween 2010. The audio drama "Invaders from Mars" (Big Finish audio story) and the Twelfth Doctor and Bill novel "The Shining Man" (BBC New Series Adventures novel) are also Halloween themed, as is the Torchwood novel "Pack Animals" (Torchwood novel). "The Shadow of the Scourge" (Big Finish audio story) was a Halloween special in that it was a horror story released in October, but did not actually relate to the holiday, and not one scene was set then. The same goes for "I Am the Master" (Big Finish audio story). Big Finish’s Mary Shelley’ trilogy with the Eighth Doctor was supposed to celebrate Halloween, but only the first story was released in October, the others overrunning. The stories were "The Silver Turk" (Big Finish audio story), "The Witch from the Well" (Big Finish audio story), and "Army of Death" (Big Finish audio story).
The 2017 short story collection Tales of Terror is Halloween-themed, though the stories aren't all set at Halloween.
A number of other stories are set at Halloween without necessarily being Halloween-themed. See Stories set at Halloween for a list of such stories.