1920 must have been a banner year. According to "The State," a newspaper of Columbia, SC (pretty durned far from Minnesota in so many ways)(Nov. 2, 1920, p. 12):

"Young people of Columbia had the time of their lives at the Halloween party and parade last night. The girls and boys, dressed in various spooky and fantastic costumes, gathered at the State House about 6 o'clock and marched through Main street blowing horns and making all sorts of racket.

"The parade was led by Boy Scouts riding bicycles who were followed by a ghost band and the rest of the fantastic crowd."

At the ensuing party, held as a fund-raiser for city playgrounds,

"Witches and cats and all sorts of Halloweenish things decorated the walls and windows and doors and almost seemed to jump out at the costumed and masked joy makers."

Interestingly, the roughly 500 wd article makes no mention of "trick or treat."

Nor does another report of a Halloween "costume party" held in the Philadelphia area in 1916. Early 20th century mentions of parties, parades, etc., generally emphasize them being organized to avert childish vandalism, which looks like the traditional American way of celebrating Halloween.

(Now the vandals often cut loose on Oct. 30, known in various places as "Devil's Night.")