Trick-or-treating is the Halloween tradition of children in costume circulating through the neighborhood, visiting at each home with the greeting "trick-or-treat". Many households will provide "treats", that is, candy or small toys. It used to be that children would play "tricks" on the houses that didn't provide treats, but that bordered (and sometimes crossed the border) of vandalism, so nowadays (at least in the U.S.), many children are accompanied by adults on their rounds, and the trick part of the event is omitted.
Some households get into the spirit of Halloween by decorating their doors or front yards with scary themes. Some even go as far as creating a "haunted house" in the front yard or garage.