Those Conventions were all the Work of one Director
You can always tell when director Lesli Linka Glatter was directing an episode of Twin Peaks. She started her work with the show in 1990 when she filmed the Twin Peaks pilot episode.
During filming, there was a convention underway at Horne’s hotel. As a running gag, she later insisted that every episode she filmed had a different-themed convention be underway at the hotel when she made another appearance as the series’ director. It’s a subtle gag but one that has been a favorite among some of the show’s biggest supporters over the past 15 years.