Inside of the SSRS development environment you can create a data set that has this information, that is, the calendar months that Jeff Mentioned. You want that table/dataset to have at least

month(like 2015-01-01), monthName (like 'January').

You join on month(yourdate) for a specific month or dateName(m, yourdate) for all Januarys in all years for example.

Hope this helps.