From what I know, Fourth of July fireworks shows only happen on the Fourth of July.
The only possible exception might, and this is a big might, is Fantasy in the Sky at MK because it is also mirrored on Seven Seas Lagoon, the same as New Year’s Eve and they run that show on Dec 31 and sometimes Dec 30, but I wouldn’t count on it. Even so, it would certainly not be for the whole month, it would only be one extra day, if at all. We’re taking something on order of 3,800 shells each night if they do.
In fact, it is only the Peace on Earth version of IllumiNations that runs more than the actual holiday, that is, it runs from the day after Thanksgiving until the 7:30 performance on New Year’s Eve. (1600 shells versus 900 for a normal night)
Even the Epcot 25th Birthday version ran only on October 1, 2007 and was never repeated.
A Lil Magical is right, there are also shows on the Studios and in DTD, but again, these are one night only performances.