You are so lucky to have that kind of neighborly thing going on where you are. When I was a kid and we lived way out, we would go to our neighbor's places and visit with them so that they could see our costumes. They usually set aside special treats for the kids they knew. It was like going to grandma's house. My kids did the same thing when we first moved to Cleburne. We lived on a cul-de-sac with mostly elderly folks and they would always have extra special treats for my sons. I took my younger son back there several years ago and he was immediately recognized and given a special treat. It was like they had been waiting for us to show up. I sent my older son there for a visit a few days later and they were all really excited to see him, too.
I lived in an apartment once and it was non stop trick or treaters from after school till I shut off the lights. Older kids mostly and none of them supervised. It was a little intimidating at times.
When I was a kid we went all over town on foot and no one ever thought anything of it. I guess that was a different time. We'd have tired feet by the time we made it back.