Hmm, that's a good question. I don't particularly care for All Hallow's Eve, so I don't usually partake in the festivities in games. But...I can think of two answers to this. In Borderlands 2, the head hunter DLCs were all based on a holiday, and the first one was Halloween themed, exploring a graveyard and fighting Halloween themed enemies. And in Final Fantasy XIV, there's the seasonal event, All Saint's Wake. This usually includes a couple of quests to unlock Halloween themed goodies, such as ghost pets, or pumpkins. It also contains a special dungeon, where you must explore a haunted mansion (its just another dungeon with Jack o lanterns and other decorations spilled throughout it), and this allows you to get special cookies you can turn in for more rewards. Neither are really "scary", but they do emulate Halloween pretty well in my opinion.