How can I select all checkboxes from all the pages in a jQuery DataTable

Use datatable $ instance for selections https://datatables.net/docs/DataTables/1.9.4/#$

$(document).ready(function () { 
    var oTable = $('#example').dataTable({
        stateSave: true
    });

    $("#selectAll").on("change", function(){
        oTable.$("input[type='checkbox']").attr('checked', $(this.checked));  
    });
});

Try this code instead:

$(document).ready(function () { 
    var oTable = $('#example').dataTable({
        stateSave: true
    });

    var allPages = oTable.fnGetNodes();

    $('body').on('click', '#selectAll', function () {
        if ($(this).hasClass('allChecked')) {
            $('input[type="checkbox"]', allPages).prop('checked', false);
        } else {
            $('input[type="checkbox"]', allPages).prop('checked', true);
        }
        $(this).toggleClass('allChecked');
    })
});

The magic should happen in fnGetNodes():

fnGetNodes(): Get an array of the TR nodes that are used in the table's body

Edit

This alternative solution is mostly for debugging (to see if it works). Hardly optimal code:

$(document).ready(function () { 
    var oTable = $('#example').dataTable({
        stateSave: true
    });

    var allPages = oTable.cells( ).nodes( );

    $('#selectAll').click(function () {
        if ($(this).hasClass('allChecked')) {
            $(allPages).find('input[type="checkbox"]').prop('checked', false);
        } else {
            $(allPages).find('input[type="checkbox"]').prop('checked', true);
        }
        $(this).toggleClass('allChecked');
    })
});