I have always thought that the "Trick or Treat" aspect of Halloween (which we do not celebrate down here - but the stores are pushing the merchandise) to be the riskiest part of the whole enterprise.
In one of my all time favourite TV series, Buffy the Vampire Slayer, one of the "characters" remarked that Halloween was the one night of the year where the real ghouls, witches, vampires, etc stayed at home and did not dare venture out - it was "far too scary" he remarked.