So, which Chaos God best embodies Samhain?

Nurgle, representing the harvest's 'circle of life'? The start of the season of decay?

Tzeentch, for the change in seasons? Changing personality by wearing a mask?

Khorne, for the blood sacrifices that ensure a good harvest? Turning the strength of the earth into the strength to destroy enemies?

Slaanesh, presiding over the celebration at the end of the harvest? For the sensual pleasures of the fruits of the field?

At first impulse, Nurgle for sure. Though you can make a serious case for Tzeentch,

I believe the third Eisenhorn novel Hereticus made an off-hand mention of the pre-Imperial Terran 'Eve of Hallowing' and present-day (i.e. M41) offshoot practices, linking them to Khorne worship and blood sacrifice.