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Halloween draws it’s origins in Europe from the Celtic festival of Samhain (pronounced sow-in). The Celts believed that on the eve of their New Year (November 1st) the ghosts of the dead returned to earth. It was a time of celebration for the Celts, they would have large bon fires and wear costumes as they made sacrifices to honour and please their deities. 
In the 400 years that the Romans had power over many Celtic territories (around 43 A.D.) they combined two Roman festivals with Samhain. The two festivals were Feralia and a festival to honour Pomona. Feralia was a festival commemorating the passing of the dead, and Pomona is known to be the Goddess of fruit and trees.
Christianity spread to the Celtic lands in the 800’s. The Pope at the time, Pope Boniface IV, declared November 1st as All Saint’s Day. It is believed that the Pope was trying to replace the Celtic and Roman festivals with a Christian religious holiday to honour saints and martyrs. In 1000 A.D. the Church declared November 2nd as All Souls Day, a day to honour those that have passed. Together the three celebrations of the eve of All Saint’s Day (October 31), All Saint’s Day (November 1) and All Soul’s Day (November 2) were called Hallowmas.
European immigrants brought these festivals to America. It is still widely celebrated in the UK and of course America. It doesn’t quite fit in with our seasons in Australia, being Spring when the commercial Halloween occurs. But we can still have fun, no?
There is a lot more to the story of Halloween, but this is just a brief look at it.
You can read about how Jack O Lanterns came about and how Halloween is celebrated the world over.