If you're looking for entertaining Halloween picture books for 3 and 4 year olds, Arthur's Halloween fits the bill.
Arthur and his friends go trick or treating. Arthur is very scared at first, but he learns to overcome his fears along the way. Only D.W. is brave enough to approach the "witch's" house, but then Arthur and D.W. learn that the "witch" is really just a misunderstood elderly lady with a messy house and yard.
Arthur's Halloween is about trick-or-treating, mainly, and there is no mention of Halloween parades, bobbing for apples, or other Halloween traditions. If your children are afraid of trick-or-treating, this book may help them to escape their fear.
Often characters in Arthur videos and books daydream or imagine episodes, and I find that those episodes are presented in a way that my three year old finds confusing. He does not distinguish between the trappings of characters' imaginations and the regular plot. Now I know that I can add commentary so that he understands that certain elements in a book are just the dreams of a character.
For example, in Arthur's Halloween, some of the kids imagine that the "witch" is harming Arthur and D.W. in several different ways. When a toddler sees illustrations of the "witch" doing such things, he believes it just as he believes the rest of the plot. I have learned that I can say "Francine (or The Brain, or Buster, etc.)just THINKS this is happening. It's not really happening, is it?" Then my child doesn't confuse the "real" plot with the characters' fanciful thoughts.
In any case, Arthur's Halloween is not a bad Halloween picture book, and even if you steer your child away from "series" books or books allied with television series, give this one a try.