When I was growing up (in Maine) it was always on Halloween. I asked someone once about this and it's supposed to be a safety thing to have designated hours and I think it also came down to the fact that it gets so dark early at this time of year that parents who work wouldn't be able to be home and prep the kids on time for a 5pm - 7pm trick or treat time (for example). Having it on a weekend at a designated time makes it easier for working parents.

That's what I've always heard anyway.