Games that have a Halloween event?

Terraria!

Killing Floor,PayDay 2

Don't Starve

Costume Quest

Killing Floor.

Edit: I forgot, Lord of the rings online.

Ragnarok Online 2 - Event
Everquest - Event
Spiral Knights - Event
Dungeons & Dragons Online - Event
DC Universe - Event
Vindictus - Event
Dragon Nest - Event
The Secret World - Event
The Lord of the Rings Online - Event
Wizardry Online - Event
Champions Online - Event
Continent of the Ninth Seal - Event

Dota 2 i guess

SteamGifts

I guess Harvest Moon does in certain games.

Many MMOs have something like that, for example Age of Conan, Neverwinter and World of Warcraft.

No event I'm aware of, but in Arkham City, Calendar Man wants you to visit.

Simpsons Hit n Run
Animal Crossing (Gamecube and New leaf only i think)

Cave Story+, kinda.

Plants vs Zombies 2 on mobile platforms does, if that counts

Dota2. The greevil event should start anytime soon. Not sure if it will be a reoccurring event though

Club Penguin Kappa

Animal Crossing. (You didn't say PC only. ;p)

Dota 2

Anarchy Online, soon(tm) available on Steam!

APB Reloaded Event

Elona

If you want a game where you can play a motorbike wizard ( not a wizard on a motorbike, a motorbike per se. Or a cat. Or an orc. Or a robot, or a wizard. Or whatever ), pregnant with an alien ( like in the movie, and nuke a town ( with a nuclear bomb )... You can use a book as a weapon. Or undies. 'Cuz swords & grenades are boring right ?

Warframe

Guild Wars 2 : Current Event - Next Event Oct.29