Wearing costumes on this day goes back to a medieval practice of dressing as angels & demons
In some parts of 
Europe, children engaged in the practice of "soaling" by wearing costumes, 
singing... [DOC] [TLE] The History of All Hallows' Eve | BU Today | Boston University [PAR] Oct 31, 2013 ... Stores begin selling costumes and candy shortly after Labor Day, and where 
once ... Purists point out that with all of the dressing up, decorating, and candy ... 
and then it went away as a practice, and then it came back in the 19th century.