I've found plenty of information about when to harvest balsam for making wreaths, but I really don't care about if the needles stay attached - I'm actually interested in if there are specific times when I should harvest so that they maintain their scent longer.
Fully ripened needles (from the last growing season) will last longest. In most areas, needles are fully ripened by late summer. Before that, use needles from the previous season. Also, naturally, the cooler the temperatures the needles are kept in, the longer they will last.
Older needles can be used too, but each year you go back there will be some deterioration in the strength and quality.