All Saints’ Day is closely associated with All Hallows Eve, ie Halloween, as well as All Souls' day which is tomorrow. It is a Christian festival offering the opportunity for people to remember the saints and martyrs who dedicated or sacrificed their lives to Christianity.  

No one is too sure when All Saints Day began

Pope Gregory IV aurthorised it in 837 CD but it is believed the date was chosen to supplant the pagan festival of Samain or the feast of Saman, Lord of Death. However there are Greek records going back to 4th century but the festival was then held in late May or early June. Other records suggest that in 270 CE there was a All Martyres celebration.