I have had a first-hand experience with an animal being harmed on Halloween night. Warning: If you're squeamish, don't read this.
I had a black kitten named Midnight that I found dumped in a neighbor's driveway when I was ten. She was about four-weeks-old. I brought her home and introduced her to my tom cat, Coriantimr (my parents didn't believe in spaying/neutering at that point...especially not for outdoor animals). They became the best of friends.
This was in about January. Fast forward to Halloween night.
My parents didn't allow animals in the house back then, but my cats had a shed (was my playhouse) that they could get into if the need arose, so I didn't think much of it. The morning after Halloween, I went to go feed them and neither cat was there. That was very unusual, since they usually slept in the shed and were always there in the morning to see me and get fed. So, I went over to my friend's house across the street (was diagonally across the street) to see if he'd seen my cats, since they went over to his house every once in a while. He said that he saw them both around dusk the night before, but that he hadn't seen them since. He did say, though, that some kids had been hanging out in the field next door all night (the field was directly across from my house).
So, we decided to go investigate the field, just in case Midnight or Cori was over there. We split up and started on opposite corners of the one acre field. After about five minutes of tracking back and forth, my friend called me over. He had found what was left of my precious Midnight. The kids who were hanging out in the field had apparently caught her (not difficult to do since she was friendly) and basically hacked her to pieces.
A week later, my friend found Cori at another neighbor's house. He was unharmed, but the people tried to claim that he was theirs and had been for several years. My friend came and got me and we did the old "call the animal and see who he comes to" test. Yeah, Cori didn't even hesitate and came straight to me. The people then said that he had wandered into their yard on Halloween night and they decided to keep him so he'd be safe. Too bad they couldn't have done the same for poor little Midnight.
Now, you might think that this has made me overly protective of my animals on Halloween, but it hasn't. My dog is usually inside with me, and if he isn't, people are usually too scared of him to do anything to him (he has a VERY big bark and doesn't like strange people coming onto the property without my express permission...and sometimes not even then). My horse is at a boarding facility that has never had a Halloween-related problem or incident. So, I trust that my animals are safe.