Here's a technique I've used for several decades in a number of applications that I've never seen anyone talk about for Halloween but is a natural - holographic projection. It's possible, and fairly easy, to project full 3D solid-appearing full parallax images into space without any screens, fog, or anything. The trick is a large lens such as a Fresnel lens with a diameter as close to the focal length as you can get. I've used the lenses from the writing surface (NOT the projection lens) of old overhead projectors with great success. New plastic lenses about that size will run from $60 on up but junk burned out overheads can be had for free if you're lucky. Some old large-screen TV's used Fresnel lenses as screens and sometimes you can find a lens several feet across.
You want to find the focal length of the lens first. Put a flashlight or other point source of light far away (at least 30 feet) - I've used street lights outside - and focus the image of it onto a flat surface. Measure the distance from the lens to the image. That is approximately the focal length.
Now here is the trick. If you place an object at twice the focal length on one side of the lens, there will be a copy of everything the lens sees at twice the focal length hanging in free space on the other side, a full 3D solid object. The observer has to be facing the lens from that side because the projection exists only in the area framed by the width of the lens - the bigger the lens (or shorter the focal length) the better it works. Also, objects that give off light work the best, especially a single color as large Fresnel lenses tend to have chromatic aberration and multiple colors will result in some color fringing. Keep this in mind to stage you setup for best effect. Don't let people move too far off center as the object disappears as the projection moves off the edge of the lens.
This is a true holographic projection! If you project an incandescent light bulb the projection will feel hot! I have a clock that I made that projects the time 16" into space in front of it and if you place a tissue at the location of the projected digits they shine as if they were actually there. You can make a working (albeit clunky) virtual flashlight that way! The reason for this is that the lens actually recreates the wavefront of the source at the projected location within the limits of the angle of the lens and the viewer. That virtual flashlight actually shines a beam forward!
BIG BIG WARNING!!! IF YOU PROJECT THE SUN IT WILL INSTANTLY BURN WHATEVER IT TOUCHES AND INSTANTLY START FIRES!! The temperature of the projected sun can reach several thousand degrees!!! You can do welding with this setup! I've been able to burn text into the roadway writing with a 12 inch lens. Make sure your setup can't start a fire during the day. Be mindful that even if you cover the lens some materials are opaque to visible light but transparent to infrared and plastic lenses will still focus the heat even if covered!
The possibilities for Halloween displays are endless and the effect is amazing! It's very strange to see something hanging in the air, especially if it is moving, that you can put your hand through, and not have any kind of screen or smoke. With a large lens you can project an entire live person! I'll leave up to your imagination to decide what to project. I would love to hear or see photos of what you do.