On October 30, 1938, Orson Wells, a radio broadcaster, played a Halloween trick on his listeners by airing of the Mercury Theater production of the "War of the Worlds." Anyone who tuned into the show was surprised to hear that the earth was being invaded by Martians! Many people were convinced it was true and paniced. You can read all about it at http://history1900s.about.com/od/1930s/a/warofworlds.htm .
or by checking out one of these books:
Aliens Are Coming! : the True Account of the 1938 War of the Worlds Radio Broadcast by Meghan McCarthy
The Night the Martians Landed : Just the Facts (Plus the Rumors) About Invaders from Mars by Kathleen Krull
For some real fun, read the book by H.G. Wells and watch the movie starring Tom Cruise. They're a real Halloween treat!