Modern Halloween celebrations are actually based on three pagan holidays. The most prevalent traditions come from the ancient Celtic holiday Samhain, combined with aspects of two Roman festivals, the harvest festival of Lemuria and the exorcism festival of Feralia.
Samhain was celebrated by ancient Celts in Ireland, England and northern France. Samhain began at midnight on the last night of October. The Celts believed this to be the time of year when dead ancestors were most likely to make contact with the living, so the Celts built bonfires and the Druids hollowed out turnips and filled them with candles to help ghosts find their way. Today's jack-o'-lanterns are reminiscent of these earlier traditions. Roman festivals honoring the apple goddess Pomona contribute apple bobbing to modern Halloween celebrations.
Mid-May was the time of Lemuria, when Roman patriarchs donned costumes and banged bronze objects to ward away ghosts and ghouls. It was not uncommon for the church to co-opt pagan holidays to garner acceptance from local peoples. In 609, the Catholic Church established the holiday of All Saint's Day to coincide with Lemuria on May 13. During the papacy of Pope Gregory, the Church moved the holiday to October 31, the day now reserved for traditional Halloween festivities.