Add a Menu Item to All Menus

<?php
function add_menu_item_to_all_menus($items, $args) {
    if ($args->theme_location == 'primary') {
        $items .= '<li><a href="/special-page">Special Page</a></li>';
    }
    return $items;
}
add_filter('wp_nav_menu_items', 'add_menu_item_to_all_menus', 10, 2);