Not specifically. When Christianity reached the celtic world, they took some of their religious days and replaced them with Christian ones. So, Halloween or All Hallows Eve, replaced Samhain.
During Samhain, It was said the door to the "Otherworld" was opened, and the dead and the supernatural walked the earth. People would use Jack O'Lanterns to ward of evil, and it was said dressing up as the spirits, and receiving offerings on their behalf, protected your from them.
Although, back then the Jack O'Lanterns were usually carved out of turnips or rutabagas rather than pumpkins.