The Catholic canon is so crowded with saints that there aren't nearly enough days for them all; All Saint's Day is a catch-all for the rest who aren't honored with a specific holiday. The day before, All Hallow's Eve, is a sort of riotous, supernatural free-for-all for the dark spirits who come out to roam the earth before the dawning of this holy day. Though Samhain in the old Celtic tradition marked the New Year, it was a time of death, with winter approaching and the world turning cold. The dead wandered the earth, and were placated with offerings of food and drink. The dead were also celebrated half a world away in Mexico, where on November 1st and 2nd, ancestors and relatives were remembered and honored in traditions that originated with the rites of Aztec deities.
Myth*ing Links has a wealth of excerpts and links to articles and information about Samhain and the Day of the Dead in two comprehensive pages on the subject.
The well-researched and nicely-presented School of the Seasons, a compendium of seasonal lore, has an informative article on Celebrating Hallowmas. See also today's calendar entry for All Saints, and tomorrow's for All Souls.
The Wilson's Almanac Book of Days features a wide-ranging selection of historical and cultural information for every day of the year; check out the November 1st and November 2nd pages for more All Saints and All Souls lore, including a collection of poems and quotes, historical info, loads of links, and even a recipe for soul cakes.
It occurred to me that not everyone knows why we dress up in costumes every year and demand candy door-to-door and bob for apples and slice up pumpkins...if you've ever been curious about the origin and meaning of these traditions, I hope this might satisfy you.