It's a little klugey, but you can do something like:
SELECT '31-DEC-99' + the_row
FROM (SELECT rownum the_row
FROM dba_objects
WHERE rownum < 366);
This will give you all of the dates in the year 2000. Of course, if you run into a leap year, you will have to change 366 to 367.
But like Nick said, there aren't any pretty ways to do this.