Well, the sweets and the costumes have their own roots in the old traditions too. It used to be that you wore masks and costumes to hide from the demons, or to intimidate them. The idea was to make something so frightening that even a demon wouldn't want to mess with it, then wear that for the night. And the candy was to both satisfy them and celebrate getting through the night without being snatched up by a monster.

As for the movies, I assume that's just an evolution from the old tradition of telling frightening stories.