The practice of traveling door to door begging for goods and threatening repercussions against the uncharitable is a common European practice dating back hundreds of years. It is associated with a variety of holidays and events, and goes under such names as "souling," "guising" and "wassailing." Christmas was a prime time for such antics, which are the origin of modern Christmas caroling (although today carolers are primarily providing a gift rather than demanding of one).
Some opponents of Halloween insist that trick-or-treating is a pagan Celtic practice and often claim priests used to demand goods or else place curses upon refusers. There is no evidence to support such claims. References to trick-or-treat-like behaviors (such as guising and wassailing) are no older than the medieval period, at a time when Europe was thoroughly Christianized.