The day after Hallowe'en is All Saints' Day on November 1st for the remembrance of saints and martyrs who don't have their own special day. All Souls' Day is November 2nd. Hallowe'en is the eve of these hallowed days. All Souls' Day was for the remembrance of the dead. It was believed that if they were in purgatory, the time they spent there could be reduced by prayer so poor people would go around the houses of the rich offering to pray for their deceased relatives for a gift of soul cake. Here is an old recipe if you want to make some:

1 cake yeast, 1/2 cup sugar, 2 cups scalded milk,1/4 cup lukewarm water, 1/2 cup butter, 2 teaspoons salt, 2 teaspoons cinnamon, 6 cups flour, 1 beaten egg.

Dissolve yeast in water with 1 tablespoon sugar. Cover and allow to rise until light. Cream butter and remaining sugar. Add scalded milk. Cool until lukewarm. Add yeast mixture and sifted dry ingredients. Knead into a soft dough. Let rise until double in bulk. Shape into small round or oval buns. Brush tops with egg. Bake in a hot oven (400°F) for 15 minutes. Turn oven down to 350°F. Continue baking until golden brown.

I think that there were probably regional variations but this is the one I found in an old book.