The custom of trick-or-treating is thought to have originated not with the Irish Celts, but with a ninth-century European custom called "Souling." On November 2, All Souls Day, early Christians would walk from village to village begging for "soul cakes." Soul cakes were made out of square pieces of bread with currants. The more soul cakes the beggars would receive, the more prayers they would promise to say on behalf of the dead relatives of the donors. At the time, it was believed that the dead remained in limbo for a time after death, and that prayer, even by strangers, could expedite a soul's passage to heaven.
Today, as children go from door to door "Trick or Treating" it is a carry-over from the days of begging for "Soul Cakes."