For most people, Halloween is just a fun (or sinister) secular holiday that stands on its own. But it actually used to be an important part of a short liturgical season focused on death, Allhallowtide.
All Saints’ Day has been celebrated on November 1st since the first millennium. It was sometimes called Hallowmas (Hallow = holy/saint; mas = short for Mass), or All Hallows. Its origins were practical: With all the great martyrs and saints of the early Church, there weren’t enough days in the year to honor them all. All Hallows was a catch-all day.
The Vigil for this important feast was called All Hallows’ Eve, which got contracted to Halloween. It was often a day of fasting and praying in preparation for the great feast on All Hallows, which began in the evening with a Vigil Mass. There was also the popular belief (not of the Church) that the “veil” between our world and the spiritual realm of the dead was “thinnest” on this day.
In the 13th century, St. Odilo of Cluny popularized a feast for remembering and praying for all the dead, All Souls Day. While we ask the saints in heaven for their prayers, we pray for the rest of the faithful departed, in case they are suffering in purgatory.
This completed the triduum of death: All Hallows Eve, All Hallows, and All Souls.
These feasts were so important that, in the mid-15th century, Pope Sixtus IV expanded the triduum into a full octave, or 8 day observance. This expanded form of Allhallowtide lasted for centuries until 1955, when it was eliminated by Pope Pius XII as a part of a greater (pre-Vatican II) liturgical reform.
This is why Allhallowtide is not normally celebrated today even by traditionalist Catholics, since the Extraordinary Form of the Mass follows the 1962 Roman Missal.
Pray for the dead!
[See also: Dracula vs. the Catholic Eucharist]