According to the International Business Times, the Romans celebrated a festival called Feralia in late October. The source states that the festival was in honor of the dead and was blended with celebrations of Celtic Samhain, the predecessor of Halloween.
Although modern Halloween differs quite significantly from its historical predecessors, the manner in which different historic festivals and celebrations blended together led to many of the modern traditions of Halloween. The blend of Roman and pagan Celtic traditions was particularly influential. For example, the International Business Times article reports that the modern tradition of bobbing for apples comes from the Romans incorporating apples into Samhain celebrations, honoring the Roman goddess of trees and fruit, Pomona.