Do we have Halloween In Iceland?. No we do not, but some people who moved from the states back home do the Halloween. There is one place that Halloween is hold in Iceland and that is In Naval airforce base in Keflavík , I think about 4000 thousand americans lives there. I have been there on Halloween and I had a great time up there. I am not gonna be around all the women , I am gonna stay at my home with my familiy. All the best to you , skarpi Iceland.