The Celts called it Samhain which celebrated the end of harvest and the beginning of winter. It literally means 'summer's end' and is the primary festival marking the end and the beginning of the year.
Along with Imbolc, Beltane and Lughnasadh it makes up the four Gaelic seasonal festivals.
Samhain was the evening when the veil between our world and 'Netherworld' was believed to be at their thinnest. It's the feast of the dead, like Beltane is the feast of the living.
Bonfires played a big part in the festivities -much like with Beltane- people would jump over the fires or walk between them as a cleansing ritual.
Costumes and masks -usually animal heads and hides- were worn, as an attempt to cast of or taunt the evil spirits, this was referred to as 'guising'.
It was also the time for farmers to choose which animals would need to be slaughtered to get through the winter. This custom is still observed now by many who raise livestock as the animals will no longer graze outside.
Food offerings were also made at Samhain, people would leave vegetables outside of their door to please the evil spirits and fairies. Later in time the food offerings changed into lanterns made of hollowed turnips - much resembling the carved pumpkins we know today.
Celtic mythology is originally a spoken tradition, the irony is that the traditions and tales were eventually written down by Christian monks in the Middle Ages who then Christianized them to suit there needs and believes. After all the best way to strip the people of their believes is to simply adopt them to later on adapt them...