Vijaya dasami is the major Hindu festival in india. It is called with different names as dasara, dussera and dussarah and with religious variations from region to region. The theme of the festival is "Victory of good over the bad(evil)." At Shirdi there are two important reasons why the festival is being celebrated with at most passion.

People believe that Baba gave his life to Tatya and he passed away on the day of Vijaya Dasami, which was much special to Sai devotes.
Two years before the Mahasamidhi of Baba,all of a sudden Baba got in to wild range and became naked and questioned the people around him whether he is a muslim or hindu. He continued the same till 11pm that day and later he became normal and dressed himself and participated in the procession. By this Baba suggested that Dasara is the best time to cross the border of life.