Example of how to add a 'cancelled' CSS class to any datetimes displayed on the calendar for events that have be cancelled.

tw_ee_add_event_status_to_calendar_datetime.php

<?php
//* Please do NOT include the opening php tag, except of course if you're starting with a blank file

add_filter('FHEE__EE_Calendar__get_calendar_events__calendar_datetime', 'tw_ee_add_event_status_to_calendar_datetime', 10, 2);
function tw_ee_add_event_status_to_calendar_datetime($calendar_datetime, $datetime) {
	//Grab the event from the current datetime object.
	$event = $datetime->event();
	//Check if the event has been cancelled and if so add a 'cancelled' class to the calendar_datetime object.
	if( $event->is_cancelled() ) {
		$calendar_datetime->add_classname('cancelled');
	}
	//Return the calendar_datetime object.
	return $calendar_datetime;
}