Once it was All Hallows Eve, looking to All Hallows (Saints) Day.
However, as discussed in Catholic Exchange:
In Western culture, Halloween has taken on a macabre, grotesque, and somewhat occult dimension over the last two centuries. The reasons for this are varied, but has more to do with the modern sentimentality towards a long lost paganism of imagination than any pagan religion of old.
We wouldn’t trade it for the real thing, pre-Christian and not innocent or freedom-loving at all, in case you buy Rousseau’s noble-savage ideas. (Allowing for others having bought into it more specifically, ahem.)
So long before Christ was knocked out of Christmas, the saints got the heave-ho from the vigil of All Saints. Tsk.
Blithe Spirit 