I have never understood Halloween.
I do not like it when people have covered themselves with masks and costumes and pretend to be something that they are not!!!
I think it usually represents people who think of themselves as underachievers or something. And would like to cover it with their heroes, ideals and /or fantasies.
BTW, the other thing which makes me not liking Halloween is its marketing by liberal market in which to make it more cool, they make it more sexual every year.
this video is regarding that ( John Stewart is explaining the problem better than me :)
http://m.comedycentral.com/tds_video.rbml?id=sexy-halloween-costumes&nbck=999-001-001