Part of this phenomenon is the way that 'trick or treat' has replaced 'peny for the guy'. But it turns out that 'trick or treat' has a shorter history than you might expect even in the US.
Here is Squidoo's Happy Halloween site:
Again, the first records of trick-or-treating or "guising" as it was sometimes called, came in 1895 with reports of immigrant children asking for money, fruit and sometimes sweets door-to-door on Halloween.
However, the term trick-or-treat to describe the practice wasn't used until 1927 in Canada. In these times, trick-or-treating was only practiced by immigrants and didn't actually catch on with the majority of America until the late 1940s.
It was with television shows like The Adventures of Ozzie and Harriet and comic strips like Peanuts that brought trick-or-treating into a popular culture. Trick-or-treating only really became cemented as a widespread Halloween tradition in from around 1947 to 1952.