I suppose I've never really understood the tradition of Halloween. Where I grew up, in Lithuania, November First was our day of mourning those who had past, and the night before was more of a preparation than a celebration.
The closest thing I can think of would be Užgavėnės, which is the day before Lent begins. All the young children go door to door, and are given coins or our version of pancakes.
I think in America, you call it Mardi Gras, and it's celebrated very differently.