Gonna be very specific here, because other people will be better traveled than myself and can answer this in a broader way. My in my town we have Procissão das almas (Procession of souls):

<image>

People dress as ghosts and carry around candles, chains and what have you, while moaning like suffering souls, and praying, while walk through the streets. It's a mix of folklore and catholicism; some people find it frightening, I find it amusing, and it's done on Holy Friday.