Of course, here in the States, there's the oddity of little kids going door-to-door and receiving teeth-rotting sweets, too. That's quite a bit of fun, even as an adult.
But there's something deeper about this holiday, too. I'll bet you know that Halloween used to be called All Hallow's Eve. It's also called Samhain (pronounced Sah-wain) in ancient Celtic and neopagan circles.
On the wheel of the year, Halloween falls between the autumnal equinox and the winter solstice, when nights are getting long (and spooky). Here in Colorado, we often have our first snow right around Halloween, marking the beginning of winter.
Many neopagan groups mark Halloween/Samhain as the new year, as well: a time when the Mother Goddess is pregnant with the new sun god (incidentally, a great time for reviewing your last year and setting goals for the next one). It's also the time when the veils between worlds are the thinnest, making it fantastic for communicating with spirits on the Otherside.
Jack-o-Lanterns were originally carved from large turnips and potatoes to frighten away Stingy Jack and other frightening spirits. Trick-or-Treating is thought to have its roots in both the tradition of mumming and souling--either performing or agreeing to pray for someone else's deceased relatives in exchange for food.
Of the top of my head, I've got:
- The entirety of The Silmarillion by Tolkien (as an example of an elaborate religious system)
- Sovvan in Mercedes Lackey's Valdemar books (a holiday to honor the dead)
- Any generic "holy day" or "harvest celebration" in your basic sword and sorcery tale
I'm sure you've got some better examples.
But the point is that a fictional religious system or holiday can add a whole new layer to your world. Take some time to explore current and ancient religions and their traditions. Where did a specific holiday celebration come from? Can you create something inspired by your favorite holiday to fit into your world?
Try it. See what you come up with. You don't have to use the idea in your work. And you can do this even if you're not a serious writer. What sort of celebration or holiday would you like to see in a fantasy world? Do it!