Most adjectives are not attested in the locative form. (However, the rules for putting an adjective into the locative case are not complicated, so it's usually easy to predict the form if you know the declension class of the adjective.)
There is evidence that Latin speakers avoided at least some contexts that would require an adjective to be put into the locative case. Grammars say that when the noun domus is modified by an adjective other than an adjective of possession, it is found in the ablative with in rather than in the locative. I quote sources in this answer: Is the locative used with multi-part city names?
Geographical proper names are harder I think to give a rule for. “Teani Apuli” seems to be a notable example where an adjective appears in the locative, but other constructions are possible.
When the adjective is not an integral part of the place name, but a loosely connected modifier (e.g. "great Rome"), it seems fairly common for an appositive construction with an ablative singular adjective modifying urbe or oppido to be used.
169.4. A Locative may take in Apposition the Ablative of urbs or oppidum, with or without a preposition; as,—
Corinthī, Achāiae urbe, or in Achāiae urbe, at Corinth, a city of Greece.
(Bennet's New Latin Grammar)
Another relevant forum discussion: Adjectives with Locative Nouns?, Latin Discussion
I would not list these forms in the declension table of any adjectives, aside from maybe the possessive adjectives meus, tuus, suus, noster, vester, and apparently alienus (see the link above). Here are my arguments:
For someone using the table to find the correct form to write, it is not necessary because practically anyone who is familiar with how to use the locative case in Latin will also be familiar with how it is formed.
For someone using the table to identify a form that they have read, it is not necessary because I doubt any locative adjective forms (aside from the possessives) will show up in most texts.
When they do occur, they will always appear alongside a noun in the locative case, which will facilitate their identification.