Holidays such as Halloween are just not embraced in Britain in the manner in which they are enjoyed in the States. Here in Scotland, I find the main objective of a "holiday" is to get away for a long weekend (with the exception of Guy Fawkes night - which is absolutely amazing here.)
So much came back to me reading the previous posts... making costumes for the kids, decorating our home, going to "haunted houses" that community groups ran to raise funds, searching for the perfect pumpkin, having an impromptu Halloween afternoon with the neighborhood - making apple cider and carving pumpkins. Before I left the States it was turning into more of a month-long autumn celebration than a single night of fun!
The kids here really have to work for their treats! Last year my youngest went out trick or treating with some friends from school and had great fun trying to learn jokes to use to earn treats. I had a great time answering the door and waiting to see the tricks or performances the kids had lined up for us.
Ideas to get you in the right spirit:
Ulster-American Folk Park in County Tyrone does an all evening Halloween Celebration. Tickets only.
Unfortunately, this event looks to be sold out for this year
http://www.folkpark.com/whats_on/events/?article=1345 [nofollow] This year we might try the National Museum of rural Life in East Kilbride for some early evening Halloween fun and follow with trick or treat after.
http://www.nms.ac.uk/familyevents.aspx [nofollow] In Edinburgh, there are always fantastic "ghost" tours of the city. Check out Mercat Tours but this would be for older children (10 and up).
You do have to work harder here but there are ways to enjoy the holiday.