Sql-server – How to join one table or other depending on a field value

This is called an "anti-join" (or anti-semijoin). One way to write it in SQL is to use the NOT EXISTS construction:

SELECT t1.*
FROM Table1 AS t1
WHERE NOT EXISTS
      ( SELECT *
        FROM Table2 AS t2
        WHERE t2.FKcolumn = t1.PKcolumn
          AND t2.columnX IS NULL
      ) 

If - as your comment - you want a parent row (at Table1) not related to any child row (at Table2), to NOT be shown, add this (or join Table2 if you also want columns from the second table shown):

  AND EXISTS
      ( SELECT *
        FROM Table2 AS t2
        WHERE t2.FKcolumn = t1.PKcolumn
      ) 

I think you want (tested at SQL-Fiddle-1):

SELECT  the_id    = dd.the_id, 
        the_day   = ct.the_day,
        the_count = COALESCE(SUM(dt.the_count), 0)
FROM 
        calendartable AS ct
    CROSS JOIN
        ( SELECT DISTINCT the_id 
          FROM datatable
          WHERE the_date BETWEEN @mindate 
                             AND @maxdate
        ) AS dd
    LEFT JOIN 
        datatable AS dt
            ON  dt.the_date = ct.the_day
            AND dt.the_id = dd.the_id 
WHERE 
        ct.the_day BETWEEN @mindate 
                        AND @maxdate
GROUP BY 
        dd.the_id, ct.the_day
ORDER BY 
        the_id, the_day ;

It can also be written like this (SQL-Fiddle-2):

SELECT  the_id    = dd.the_id, 
        the_day   = ct.the_day,
        the_count = COALESCE(
            ( SELECT SUM(dt.the_count)
              FROM   datatable AS dt
              WHERE  dt.the_date = ct.the_day
                AND  dt.the_id = dd.the_id     
            )               
                            , 0)
FROM 
        calendartable AS ct
    CROSS JOIN
        ( SELECT DISTINCT the_id 
          FROM datatable
          WHERE the_date BETWEEN @mindate 
                             AND @maxdate
        ) AS dd
WHERE 
        ct.the_day BETWEEN @mindate 
                        AND @maxdate
ORDER BY 
        the_id, the_day ;