The patron of Covo is Saint Lazarus, celebrated on 17 December.
Each year the town devotes three days, 7, 8 and 9 August, to the Festa delle Anime Giustiziate (Feast of the Executed Souls), commemorating a historical event that took place in 1798, when three people were beheaded on those dates. The town also holds the Church of Santi Filippo e Giacomo Apostoli and the tower above the castle's southern gate.