Okay, here's the skinny on Halloween:
Lollipops - Yep, you can reload the game as many times as you need to get all your lollies. If you have more characters, each individual can glean one off of all your animals too.
Pumpkin Heads - You only get pumpkin heads by losing a game to a villager when you're not wearing anything on your head. The same goes for Jack's pumpkin.
Creepy Set - There are only 8 pieces to it, so, theoretically, if you're the luckiest man/woman alive you can get it from turning in a lollipop from only 8 of your animals. You ALSO have a small chance to win a piece of the set from giving Jack regular candy. Actually, I had awesome luck with that and got about a third of my Creepy pieces that way.
Patched Clothing - When you put on a hat (they won't change masks), shirt, pants and pair of shoes (I'm not sure if there's a dress, though. I forgot to try.) you don't want anymore, go out and lose to the villagers several times. Once you've gotten the whole outfit on, villagers will begin to mess with your inventory. (That's why it's pretty dang important to drop of all your swag at home first before trying to collect the next set of trick items.)
Pocket Items - As far as I know, this is totally random. Once you're decked out in a pumpkin head or the hat and your whole patched look, animals will begin changing things in your inventory. (It usually seems to be the candy they go for first.) What you'll get can be the Old Wall, Old Flooring, or a Jack-in-the-Box. The Jack-in-the-Box seems to be really rare though.
I hope that helped! I know that Thonky and the Prima guide were pretty vague on this event so I tried my hardest to learn as much as I could about it.