Halloween approaches when people make a mockery of the devil, demons and all sorts of evil. Personally, I tend to think it would be a good thing for Christians to participate in, but not non-Christians (much like the Lord's Supper).
For Christians the devil and demons are no kind of threat because they have been 'disarmed' (Col 2:15). The devil's only power is because he is Satan (trans. "the accuser"), and his only weapon is the law with which stands against us. But the debt to the law has been nailed to the cross and cannot be taken down and used again on those in Christ (2:14). So death and the devil have lost their sting because Christ takes the victory that would otherwise be theirs.
So when the devil, or those who join in his game of judging us or accusing us (even our own consciences) need never be taken seriously (Col 2:16). We are free from all judgment of sin and measurement of performance. That message is why Halloween and Reformation Day actually belong together.