Back in the twenties, there were no treats, just tricks.
I have to back up Dr. Bill here ... If there was a neighbor who disliked kids and always complained to parents -- we would ring their doorbells and run away...this was the mid- 1930s. Or kids ran soap over windows. If someone was particularly disliked the boys would use soft wax which was the devil to remove - and sometimes trees and bushes were draped in toilet paper causing no end of fuss trying to remove it, especially if it rained and paper got wet. Pretty tame stuff.
First I heard or saw of "Trick or Treat" : it was a slogan in a newspaper ad for a store selling Halloween candies! We quickly saw the advantages to that and went candy-collecting by ringing doorbells and yelling Trick or Treat. The wiser grownups were also quick to see the advantages of giving candy rather than having tricks played on them.
In the early T-or-T days we would get donuts or apples, cupcakes, cookies or candies. Now the candy has to be packaged.
US Rep Edith Nourse Rogers lived in our town http://www.spartacus.schoolnet.co.uk/USASrogers.htm Mrs. Rogers gave quarters to children who rang her doorbell ... need I say the poorer children of the town were lined up at her door! A quarter (US 25 cent coin) in those days paid for your lunch time milk at school for a week or bought five big candy bars, or five soft drinks!
I do not remember any Trick or Treating during the war years but maybe I was just getting too old to indulge in childish pursuits! I was a very grown up 13 in 1942.