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Here's Rabbi Michael Broyde's excellent treatment of the subject, in which he permits observance of Thanksgiving (according to many) but prohibits Halloween, out of our prohibition of imitating heathen-inspired rituals. This matches the practice I've seen observed (at both lay and rabbinic levels) in mainstream Orthodox communities wherever I've been in America. (And while I can't vouch for Canada, I'd think the US is the country that most secularizes Halloween.)
Handing out treats to kids who show up at the door is a different question (addressed by Rabbi Broyde as well); between rabbinic writings, what I've seen done in practice by the lay population, and what is recorded as practiced by twentieth-century rabbinic leaders such Rabbis Avraham Pam and Yaakov Kaminetsky, it's certainly defensible (if not outright appropriate) to do so.
Here's Rabbi Broyde:
Appendix A: Collecting Candy on Halloween Harmless Pastime or Halachic Prohibition? http://www.tfdixie.com/special/thanksg.htm#A10