No-one ever seems to wonder where the tradition of wearing masks on Halloween comes from.

Halloween was originally a Celtic Festival called Samhain (now called All Hallow's Day), which marked The Day of the Dead, on which day it was believed that the ghosts of one's ancestors rose from their graves, and hovered close to the living. The Celts believed that they could communicate with them through rituals performed on All Hallow's.

On the night before All Hallows, All Hallows'een (or Halloween), the Celts believed that devils would rise and try to trick them into thinking they were their ancestors. It was believed that if you communicated with these devils, they would kill your soul and take posession of your body, wreaking havoc on your loved ones.
So the night before All Hallow's, they would wear masks (albeit not quite as glamorous ones as these days!) so the devils would pass them off as other devils and leave them alone, saving themselves the whole bother of having their souls killed and family destroyed.