Dried herbs do have calories. Most spices are probably the same way. But the amount you're eating them in will add such a negligible amount that you shouldn't even consider it. I mean...a tsp of dried thyme is probably three or four leaves. Consider how many calories are in one leaf of lettuce or spinach, and that you're only looking at maybe a quarter of that number.
Spices do have calories, but for most them, the quantity of spice you are eating is so so small that the calories are anything you have to worry about.
There are a few spices that have calories worth noting, mainly spices made out of nuts or seeds. For example, 1 tbsp of mustard seed has about 50 calories. I make a lot of Indian dishes and mustard seed is a frequent ingredient, so I'm careful to count the calories in it. Chili powder is another one that I count: it has about 25 calories per tbsp.
But for dried or fresh herbs, like oregano, basil, parsley, rosemary, marjoram, chives, thyme, etc. I don't bother to count any calories. The only exception would be if were using unusually large quantities of the herb. For example, if I were making basil pesto, which calls for 1 to 2 cups of packed basil leaves, I'd probably count the calories in the basil. (Although even in pesto, most of the calories come from other ingredients--olive oil, Parmesan cheese, and pine nuts and not the basil. The basil probably adds only one or two calories per serving).
In the end, if you aren't losing weight, it's probably not herbs and spices that are the problem.
What about curry spices? - curry spices always seem to be a bit heavy, but it doesn't give me any info on the box.
If you're making a boxed curry dish, the calories are in the other ingredients, not the spice - it's calories as Jillnicole mentioned, are very low. But many curried dishes have a lot of added fat, plus the sauce is often milked based.
Nearly everything, if you had enough of it, has some calories. But I don't have nearly enough of those things at once, or even in a day, to count them. Spices are so self-limiting that you'll burn out your palate well before getting enough calories to make a difference in most cases.
Spice RUBS, though, often contain sugars, and so do some spice mixes. You can check labels to be sure...
You can find salt free versions of most spice blends you want, if that is your concern. I know Mrs. Dash makes a salt-free lemon pepper, but other manufacturers do too, I think.
I order my lemon pepper from FoodieLoot online. It's also a salt-free blend, shipping is free, everything I order from her is super fresh (far fresher than I ever thought dried herbs and spice could be) and she always throws a free sample into the order (sometimes several free samples if I have a large order).
On the lemon pepper front...zest EVERY lemon you use, dry it in your favorite way (I've just spread it out on a sheet of parchment on a pastry board), and add pepper. Put this in a small glass jar. I tend to use lemon juice a lot as an acid. I get lots of lemon pepper this way.
As for salt...buy really good salt and use it sparingly. Buying cheap salt will net you absolutely no flavor. Try different types of salts. Truffled salt gives a very earthy flavor to dishes that can handle it for the 99.9999% of us who can't afford to buy white truffles in season, and the various salts from around the world (black flake, pink, grey sea salt, fleur de sel) all have different textures and somewhat distinct flavors. I keep a 10 ounce glass jar full of Eden sea salt ($5 at most health food stores and the Hy-Vee that sells organics here in Iowa) for seasoning meats and vegetables, salting sauces, etc. It's nice to have a good salt when you can't have a lot of it.
Do spices have calories??
