What Halloween movie was about a group of children trick or treating on Halloween. At the end they find out their friends are really aliens who have been committing murders in their town an they were spared because they liked them. The aliens tell the children they better be nice to them or the same fate will happen to them as the murdered townspeople.

Spaced Invaders (1990)
IMDb synopsis:
Dimwitted Martians drop into a little Illinois town on the day that the local radio station happens to rebroadcast Orson Welles' 1938 "War Of The Worlds" program.
IMDb synopsis 2:
When one saucer of an invasion force has engine trouble, it lands on Earth. It happens to be Halloween, and it happens that the invaders are only about 4 feet tall. As the bumbling aliens wander around the countryside, they are taken to be children and make friends with two children, one of whom is the daughter of the sheriff. As their troubles mount (it's difficult for five aliens to conquer a world), they begin to give up their plans of conquest. However, there is that nasty killer robot.


Spaced Invaders (1990) - IMDb

It also sounds like one of the episodes from the Goosebumps series