The Fourth of July (aka Independence Day) is one of the least-represented holidays in terms of TV specials or holiday-themed episodes, in large part due to most shows being between seasons during the summer. But it's not completely devoid of special episodes, though some of the ones that do exist are from series I haven't seen, so I won't include those episodes here. (I will, however, include episodes from series I have watched, whether or not I've seen these specific episodes.)
Meanwhile, in Googling for ideas of what to include here, I came across several web pages you might want to check out, yourself. (Many of their suggestions are about episodes that are in some way patriotic, rather than actually being about the holiday itself.)
Guiding Light
I don't remember any specific 4th of July episodes, but I do remember the Bauer family hosting an annual barbecue on that day. (And of course, on a daytime soap opera, a day can last for several episodes, at least.) I didn't watch the series for all that long; probably a few years or so, sometime in the mid-90s. But the traditional Bauer 4th of July barbecue started in the 80s, long before I ever watched the show, and it continued long after I stopped watching. And it's something that still crosses my mind probably every Fourth of July, in real life.
King of the Hill
Season 13: Born Again on the Fourth of July (Hulu; IMDb; OHS Wiki; TV.com; Wikia)
Last Week Tonight (web exclusives)
2016: Independence Day (YouTube)
Lucas Bros. Moving Co.
Season 2: Willdependence Day (Amazon; Hulu; IMDb; TV.com)
Saved by the Bell
Season 3*: Fourth of July (Amazon; Hulu; IMDb; TV.com; Wikia)
*Note: some sites number this show's seasons differently, mainly due to whether they count "Good Morning, Miss Bliss" as SBTB's first season or a separate series.
The Simpsons
Season 7: Summer of 4 Ft. 2 (Amazon; A.V. Club; IMDb; official site; TV.com; TV Tropes; Wikia; Wikipedia)
The Wonder Years
Season 6: Independence Day (Hulu; IMDb; TV.com) Note: series finale
Young Justice
Season 1: Independence Day / Fireworks (Amazon; DC Universe; IMDb; TV.com; TV Tropes; Wikia; Wikipedia) Note: two-part series premiere