They are fairly close and if you used both, many people would not notice it. "On Halloween" usually refers to the day of Halloween itself - October 31. "At Halloween" usually refers to the holiday and the time surrounding at. In the U.S. people prepare before hand by buy candy to hand out to children in costumes. ."At Halloween, most people buy candy." [The time before and during] "On Halloween, people hand out candy to youngsters." [The day of Halloween.]

On Halloween. Halloween is a specific day and just like other days, we "on" is used. On Sunday, On October 12th, On Christmas, On Halloween. However, if, like other holidays, the word "time" follows Halloween, to define the days or weeks surrounding the holiday, "at" is used. So, "On Halloween, the children dress in costumes and go Trick or Treating." and "At Halloween time, our neighbors decorate their home with ghosts and goblins."

On Halloween