Further to our thread some seven years ago on this topic, I note that Phrases.org has this:

The earliest known citation of trick or treat in print is from an item in the Oregon newspaper The Oregon Journal, 1st November 1934, headed ‘Halloween Pranks Keep Police on Hop’:

“Other young goblins and ghosts, employing modern shakedown methods, successfully worked the ‘trick or treat’ system in all parts of the city.”

Interesting that the phrase is enclosed in quotes there, although the snippet view I got back then of a quote from the Helena Independent, from 2nd November 1934, seemed to indicate the phrase had been around a while. (Although without full access I was unable to confirm that one.)

....... we are here for the usual purpose, ‘TRICK OR TREAT.’ This is the old demand ..........

Can anyone with access to the Newspaper Archive check that possible 1933 sighting which jim (jpgorman64) mentioned in the thread, and has anything earlier turned up anywhere with all the fresh resources that have come online since then? (OED has nothing earlier than 1947.)

From 6 November 1931, The Calgary Daily Herald:

Another party was held on the same evening at the home of Mr. Floyd Derrick when the Highwood W.I entertained their friends at a Hallowe’en frolic. Cards, dancing and fortune-telling were features of the evening.

The young people of the town organized a number of “spook” parties at various homes, and the juveniles made their annual canvas of the town, on the “trick or treat” principle.

http://news.google.com/newspapers?id=aRpkA AAAIBAJ&sjid=HnsNAAAAIBAJ&pg=1531,753326&dq=trick-or-treat&hl=en

From Newspaperarchive:

_Lethbridge [Alberta] Herald_, 4 Nov. 1927: //The youthful tormentors were at back door and front demanding edible plunder by the word “trick or treat” ....//

Excellent, that pushes it definitely back into the 1920s, and the fact that both predates above use inverted commas is again suggestive. Interesting too that both those cites are Canadian.