All Saints' Day (the apostrophe is grammatically significant) is a Christian feast celebrated on November 1 every year by the Roman Catholic Church and other Western churches, and on the first Sunday after Pentecost by Orthodox churches. It's a special day to recognize and remember all Christian saints and martyrs, both known and unknown.
Its origins date back to the early 300s, when the persecution by the Roman emperor Diocletian created a large number of martyrs whom the church felt obligated to memorialize. The establishment of a canonization process increased the number of saints even further, and the church felt obligated to remember each and every one of them.
A sermon of St. Ephrem the Syrian (d. 373) is the first known document which mentions a common day for remembering all the church's martyrs and saints; St. John Chrysostom of Constantinople (d. 407) was the first to assign the feast a particular day, the first Sunday after Pentecost. It was on November 1 in either 609 or 610 when Pope Gregory III (d. 741) dedicated a chapel in St. Peter's Basilica to "All the Saints." His successor, Pope Gregory IV (d. 844) ordered "the Feast of All Saints" to be celebrated every year on the anniversary of that dedication.
Before them, Pope Gregory I (d. 604) commanded the church's missionaries to try and integrate the holy days of the other nations into the church's, rather than trying to subvert them. This led to the Celtic holiday of Samhain, when the souls of the dead were believed to mingle with the living on their way to the afterlife, being combined with All Saints' Day, when the souls of those who died for the sake of the church were remembered.
Despite its semi-pagan origins, it is appropriate to many believers that a celebration of the "harvesting of souls" occurs during the harvest season of late autumn. The vigil of this feast is celebrated the evening before, on October 31, and became known as "All Hallow's Eve," "Hallow Evening," "Hallowe'en," and today, "Halloween."