Once upon a time, people would go begging from door to door on All Hallows Day. Now they do it on All Hallows Eve, which is, I'm told, often shortened to Halloween. That this is a despicable and annoying custom is mentioned by Shakespeare, through the character of Speed in Two Gentlemen of Verona. Speed says that he knows his master to be in love...
...by these special marks: first, you have learned, like Sir Proteus, to wreathe your arms like a malcontent; to relish a love song, like a robin-redbreast; to walk along, like one that had the pestilence; to sigh, like a school-boy that had lost his ABC; to weep, like a young wench that had buried her grandam; to fast, like one that takes diet; to watch like one that fears robbing; to speak puling, like a beggar at Hallowmas.
The idea was that, in exchange for food or money, the beggar would say prayers for the souls of your defunct and decomposing relatives, All Souls' Day being the appropriate festival. I particularly like the word puling, which means talking in a thin or weak voice.
The Inky Fool welcoming trick-or-treaters