As I remember it, Trick or Treat night was the 30th, the night before Halloween, and the pranksters went out on Halloween Night itself to harass the people who had not provided treats the night before. But that was back in the ‘40’s in New Jersey for me. The same ‘rules’ applied in the early 1950’s in the D.C. suburbs of Maryland.
“Well, well, well. Devil’s Night is upon us again. Figured we’d throw a little party, start a bunch of fires, make a little profit. .. “
In Jersey City etc in the early 20th century I heard children went around on Thanksgiving Day “begging”
Believe it or not, Halloween was not the first holiday to feature creepy costumes and door-to-door soliciting. In a Progressive Era ritual called “Thanksgiving masking,” children dressed up as beggars and took to the streets to ask for treats, food and pennies. Though high society frowned on the practice, the day was one of merry mischief-making through the 1920s. These photos from the Library of Congress show “Thanksgiving maskers” circa 1910-1915.
A Look Back at When Thanksgiving Was Basically Halloween
How did Thanksgiving take such a detour? According to the 1873 book Old New England Traits, in the early 19th century, poorer Massachusetts residents started knocking on doors on the holidays eve, begging, Something for Thanksgiving? As a (bad) joke, well-to-do children began dressing in tattered clothes and doing the same.
http://mentalfloss.com/article/71033/look-back-when-thanksgiving-was-basically-halloween