"All Hallows' Eve," or Hallowe'en as we know it now, was once the night before All Saints' Day (November 1) and All Souls' Day (November 2). According to lore, Hallowe'en was the evening we must all be mindful of the dead, and those souls who have either not left us, or return for an evening.
From: "All Saints' Day And All Souls' Day" http://www.bbc.co.uk/religion/religions/christianity/holydays/allsaints_1.shtml
"It was in the eighth century that the Church appointed a special date for the feast of All Saints, followed by a day in honor of her soon-to-be saints, the feast of All Souls. She chose this time of year, it is supposed, because in her part of the world it was the time of barrenness on the earth. The harvest was in, the summer done, the world brown and drab and mindful of death. Snow had not yet descended to comfort and hide the bony trees or blackened fields; so with little effort man could look about and see a meditation on death and life hereafter.
Apparently how you spent the vigil of All Saints depended on where you lived in Christendom. In Brittany the night was solemn and without a trace of merriment. On their "night of the dead" and for forty-eight hours thereafter, the Bretons believed the poor souls were liberated from Purgatory and were free to visit their old homes. The vigil for the souls, as well as the saints, had to be kept on this night because of course the two days were consecutive feasts — and a vigil is never kept on a feast.
Breton families prayed by their beloveds' graves during the day, attended church for "black vespers" in the evening and in some parishes proceeded thence to the charnel house in the cemetery to pray by the bones of those not yet buried or for whom no room could be found in the cemetery. Here they sang hymns to call on all Christians to pray for the dead and, speaking for the dead, they asked prayers and more prayers.
Late in the evening in the country parishes, after supper was over, the housewives would spread a clean cloth on the table, set out pancakes, curds, and cider. And after the fire was banked and chairs set round the table for the returning loved ones, the family would recite the De Profundis (Psalm 129) again and go to bed. During the night a townsman would go about the streets ringing a bell to warn them that it was unwise to roam abroad at the time of returning souls. "