November, the ninth month of the old Roman year, entered the Christian centuries as a quiet stretch of the calendar, and the two commemorations that now define its opening were assembled piece by piece. All Saints began as a spring feast: the Pantheon in Rome was consecrated as a church of Mary and all the martyrs in the early seventh century and its anniversary kept on the thirteenth of May. In the eighth century Gregory III dedicated a chapel of All Saints in St Peter's on the first of November, and in 837 Gregory IV extended the November date to the whole Western church. All Souls followed from the abbey of Cluny: around 998 Abbot Odilo ordered a commemoration of all the faithful dead on the second of November in every Cluniac house, and the custom spread from the monasteries to the universal calendar.
The result was a two day sequence, the saints then the souls, standing exactly where the Gaelic year had kept Samhain and its returning dead, and the older and newer observances have shaded into each other ever since, in soul cakes and grave candles, in the Polish Zaduszki, and in the Mexican Day of the Dead.
The Roman November had held its own banquet of the dead in a different key: the Isia, the imperial era festival of Isis mourning and finding Osiris, ran from late October into the first days of November, and the plebeian games filled the month's middle with the last great banquet of Jupiter in the civic year.
Sources The Oxford Dictionary of the Christian Church, 3rd revised editionF. L. Cross and E. A. Livingstone (eds.) with Religions of Rome, Volume 1: A HistoryMary Beard, John North and Simon Price