Click to watch "Trick or Treat and Train Your Dog!"
There's also a written version of this training technique, here.
AND - if you'd like your dog to wear a costume, check out these tips on teaching him to not just tolerate but like wearing his Hairy Pawter get-up!
Written version of wear-a-costume training technique is available, here. Note: I describe draping the costume over your dog and feeding for 10 seconds, but this assumes your dog is comfortable with the approach of the costume. If you dog begins to shy away, start MUCH smaller. For example, hold the costume in one hand and feed a treat with the other. Repeat 10 times. Then reach toward the dog with the costume, but don't touch him with it, and then feed a treat. Repeat 10 times. You get the idea, right? Break it down into steps that are so small and simple, it doesn't even dawn on your dog to worry about the costume in your hand.