I have just finished going through a number of published accounts written by soldiers in the trans-Mississippi and found no mention of either Halloween or All Souls' Day. All Souls' Day at the time of the Civil War was mostly recognized by Roman Catholics and Anglicans, religious groups that did not have large numbers of adherents in the trans-Mississippi. It appears that soldiers in the trans-Mississippi did not sit around the campfire on Halloween and tell each other ghost stories; or if they did, it doesn't appear to be reflected in the written record. If you know of any written accounts by trans-Mississippi soldiers about Halloween or All Souls' Day, then please let me know.
In the meantime, Dale Cox has posted links to some Arkansas ghost stories on his excellent blog, Arkansas in the Civil War.