Well, working back in time, I’ve found getting treats comes from something called soul cakes. Some sources say that the poor would beg them from the rich as they passed in their fine carriages in exchange for a prayer. Other sources, like wikipedia, say that mainly the poor and children would go from house to house, signing in monotone and were given the cakes.
Apparently, each cake eaten represented a soul released from purgatory. (1 Snickers=1 freed soul, I can live with that, but the scale is groaning).
But, wait a minute. If Halloween traditions started with the celebration of Samhain, where do the Celts come in?
Like things lost to oral tradition, it depends on the source. Some say the cakes were passed around to appease the rising darkness as the sun god died (Samhain). Others claim that receiving the burnt cake was in essence winning the sacrificial lottery–Your death ensured that the crops would be plentiful for your village.
So if you’re interested in making your own soul cakes, here’s a recipe.