Yes. It started with the Celts, not the Romans. The Roman Christian church just added new names to an old holiday. The Celts celebrated the dead, wore animal skins and mask to confuse the dead who were allowed to walk the earth during this time, ask the dead for information concerning the future, and offered sacrifices to their gods and goddesses.
Deuteronomy 18:9-13 says, "When you arrive in the land the LORD your God is giving you, be very careful not to imitate the detestable customs of the nations living there. For example, never sacrifice your son or daughter as a burnt offering. And do not let your people practice fortune-telling or sorcery, or allow them to interpret omens, or engage in witchcraft, or cast spells, or function as mediums or psychics, or call forth the spirits of the dead. Anyone who does these things is an object of horror and disgust to the LORD. It is because the other nations have done these things that the LORD your God will drive them out ahead of you. You must be blameless before the LORD your God."
Modern Halloween still promotes the devil and all of those things mentioned in scripture. Even if a Christian is not partaking in those particular activities, they are still a huge part of this holiday. Therefore, it should not be celebrated in any way. Nor should an alternative be given for children because it teaches children that they are missing out on something when they are not. It breeds a generation of compromising Christians who say there is nothing wrong with celebrating Halloween.
The scriptures tell us that we are not to be like the world. Besides children eat candy all year long and go to parties also.
As far as Christmas goes it shouldn't be celebrated either. Jesus was not born December 25. It was a holiday of a pagan god and once again the Roman Church needed to put a new name on it to appease everyone.
The Bible says, "Hear the word ADONAI speaks to you, house of Isra'el! Here is what ADONAI says: "Don't learn the way of the Goyim, don't be frightened by astrological signs, even if the Goyim are afraid of them; for the customs of the peoples are nothing. They cut down a tree in the forest; a craftsman works it with his axe; they deck it with silver and gold. They fix it with hammer and nails, so that it won't move. Like a scarecrow in a cucumber patch, it cannot speak. It has to be carried, because it cannot walk. Do not be afraid of it it can do nothing bad; likewise it is unable to do anything good!" (Jer. 10:1-5 CJB)
This is said because a tree was used in the worship of Astoreth, a goddess. A lot of the symbols used at this time can be attributed to worshipping her. As for modern times all you have to do is listen to the songs "Oh, Christmas Tree" "Santa Claus is Coming to Town" and others. It involves the worship of a tree and a man who has god-like powers.
This is the short version of why you shouldn't celebrate either holidays or holy days I should say.