I nick this from a commenter called “Tis Himself” at Pharyngula:
No! No! No! Let me explain the origin of Halloween:
During colonial times, in Boston, Massachusetts, there was an itinerant hot dog salesman named Horatio. He was much beloved because of his habit of wandering the town dressed in outlandish clothing and giving out free samples to all the boys and girls. One October 31st, there was a terrific storm — a true nor’easter. Horatio went into the nor’easter without his sou’wester, and so he got swept out to sea.
All the Boston children were saddened by this, so to cheer them up, the town council instituted a holiday in which costumed children went door-to-door collecting hot dogs. However, since the town frankfurter salesman was now dead, the hot dog supply was unreliable. So it was decided to give out candy instead. This holiday was called after Horatio’s call when he was selling his hot dogs: “Hallo! Weenies!”