Halloween parties grew in popularity during late Victorian era, and by 1910 several American and German manufacturers had started making products for Halloween celebrations, such as papier mache jack-o-lanterns and figurines, and paper decorations. The Dennison Paper Company's existing line of greeting cards, tags, boxes, crepe paper and tissue paper naturally adapted to a range of Halloween decorations. In 1909, to help promote sales by showing customers how to create displays with their products, Dennison published its first "Bogie Book" (named after mischievous Halloween spirits).
Dennison's decorated crepe papers (source)
An excerpt from the 1909 Bogie Book reads, "Any hostess can easily select from this little book the scheme of decoration, the games and favors that will best entertain the guests she wishes to please. All the articles described are easily made. With Dennison's Crepe Paper and a little effort, any one can accomplish the results desired. If any difficulty arises, the paper experts at the various Dennison stores will be glad, by correspondence or personally, to explain and demonstrate."
They followed up in 1912 with a second book and - but for a brief interruption during World War I - new catalogues were published annually thereafter until 1934.
Hanging decorations in the 1923 catalogue (source)
Dennison's books came to include costume ideas as well as decorations. Although fancy-dress balls had long been popular, the tradition of dressing up in specifically Halloween costume originated at around the same time as the early Bogie Books (among the earliest references to wearing costumes at Halloween is in 1895, where "guisers" are recorded in Scotland, but it was not a common practice in the rest of Britain or the States until at least the late Edwardian era).
Halloween costumes, 1922 (source)
Early costumes tended towards an at least vaguely spooky, Halloween-related theme, unlike the modern American custom of general fancy dress. Many of these early costumes were more like fashion dresses adapted for Halloween: rather than dressing up 'as' something, your dress itself was themed. Bats replaced traditional floral designs to adorn necklines; jack o' Lanterns or arching black cats circled hems; skirts were decorated with a web pattern and ornamented with spiders. There were some 'character' costumes too - the witch was, naturally, a perennial favorite, along with pirates, and (for some reason) Pierrots.
Costumes in the 12th Bogie Book, 1924 (source)
Costumes in the 13th Bogie Book, 1925 (source)
Dennison's costumes consisted of crepe paper, cardboard and wire, and were intended to be disposable.
Details of crepe paper costumes, 1920s (I don't know if these are actually
Dennison's, but they're good examples of the type)
1929 costumes (source)
Original Dennison's Bogie Books are highly collectable and can go for hundreds of dollars, but several were republished within the last few years, and can be found quite cheaply on ebay and Amazon.
You can also read the 1920 Bogie Book online (thanks to commenter vintage visions for the link).
Information from Vintage Griffin, Bookthink and Worthpoint.