You promised Lisa to help her with her costume. You made her cry. Then I cried. Then Maggie laughed... she’s such a little trooper!— Homer
Here's a list of all the birthdays that characters have had (or been referenced to) on the show, and an explanation of the scene that goes with it. Note that Marge is the only Simpson (including Grampa) who has celebrated one birthday - in fact, Lisa has celebrated three.
Oddly enough though, while she or the rest of the family haven't aged, Homer has somehow aged by three years over the course of the show - he started at 36, then he was 38, then 38.1, then Marge revealed he was in fact 39. Anyway, I digress... enjoy the list!
Let's see, what's Marge's birthday? Barney's is April 20th, same as Hitler...
This is the best birthday I ever had!