Why do you think Russians are getting into Halloween? It's because a) Halloween goes back to ancient Celtic rituals and everyone knows that Celts and Slavs are related; b) it's part of the protest movement against the Russian Orthodox Church and state; c) it's a good excuse to dress up in cool costumes and party.
If you guessed "c," you might be right. I actually have no idea. I'm just making this stuff up. But judging by my Russian acquaintances, Хэллоуин (sound it out) is not very well understood as a holiday by the masses, but nevertheless heartily embraced as a great opportunity to wear scary, silly or sexy costumes and drink a lot.
I personally support this, since the growing interest in Halloween means that phrases I've struggled to render in Russian for decades now have more or less accepted and acceptable translations. The jack o' lantern, which has a complicated etymology involving an Irish folk hero named Jack, the devil and imprisonment of the latter by the former in a carved turnip, is usually called a "pumpkin lantern": тыква-светильник or тыква-фонарик. The phrase "trick or treat" — often mangled almost beyond recognition, including as "trik or trak" — is translated variously, from the rather threatening угости или пожалеешь (give me a treat or you'll regret it) and кошелёк или жизнь (your wallet or your life) to the more linguistically and culturally accurate проделки или угощения (prank or treat) and сладость или гадость (sweet treat or dirty trick).
Of course, Russian kids aren't dressing up as Spider-Man or the Fairy Princess and going from door to door with plastic jack o' lanterns filled with Твикс (Twix) and Шок (Shock). In Russia, Halloween is primarily a young adult holiday (see observations on costumes and alcohol consumption above). Interestingly, some Russian sources interpret the holiday as "counter-cultural" in the West, perhaps because Russian tourists have been most impressed by the extravagant gay Halloween parades and parties in many cities and didn't see the grade school parties, suburban trick-or-treating rituals and offices filled with vampire computer programmers.
In any case, once you leave the culturally specific domain of Halloween, it's easy to talk about the more universal rituals in Russian since the culture has a rich tradition of dressing up in costumes, creepy ghosts and goblins, and scary stories.
Getting dressed up in a costume is нарядиться: Кем ты нарядишься на Хэллоуин? (Who are you going as on Halloween?) You can also say надеть костюм: Он надел костюм пирата (He wore a pirate costume).
If you are heading out to a party this weekend, you can still order costumes online, although they tend to be erotic rather than terrifying, with offerings like восхитительная пиратка (the enchanting lady pirate) and карамельная ведьма (caramel-colored witch). You just gotta love capitalism, right?
Scary images might include призрак or привидение (ghost); чёртик (devil), ведьма (witch); вампир/вампирша (vampire, male and female); колдун/колдунья (wizard, male and female); фантом (phantom); or зомби (zombie). You can tell страшилки (ghost stories), probably about дом с привидениями (haunted house) rather than новый закон об измене (the new law on treason). You can serve тыквенный пирог (pumpkin pie).
In my set, we celebrate собачий Хэллоуин (doggie Halloween). Last year, the canine winner was a black lab wearing a blue safety light on his collar. What was he? Лимузин с мигалкой (limousine with a flashing blue light).