We would start as soon as the sun went down (we'd never DARE go out while it was still light!) and not come in until our legs were about to fall off! And we always used pillowcases as treat bags - they'd hold the most and you didn't have to worry about them breaking under the heavy load. Through the night, you'd meet up with people, they'd tell you where the "good houses" were - the ones with cokes, or candied apples, or FULL SIZED bars of chocolate!
Then you'd come home (usually after midnight) and take the stuff you didnt' like and give it your parents or younger sibling

and if you were quick, you could grab what YOU liked from same younger siblings, hehehe. Parents didn't worry about you - you were safe because you were in your neighborhood. People weren't transient - they'd usually been there for 5+ years each.
As I got older and started taking my kid around, I especially liked the neighbors that provided toddies for the adults - after a couple of hours of taking the kiddies trick or treating, you had a nice buzz so your night wasn't a total wash
Then you had the beat up cars dropping their kids off in the "nicer" neighborhoods.
Nowadays, I'll be worried to death letting a 10-14 year old out all night going from door to door. Pisses me off that my grandkids won't be able to have fun like that :angry: