Finding rusty nails or razor blades in Halloween treats is a common urban legend, but if it were true, shouldn't you be worried about any and all packaged food year-round?
Like poisoned sweets, stuffing candy with pins, blades, or needles is pretty rare. That said, it has happened; there have been 80 reported cases of people finding sharp objects in Halloween candy, but almost all of them were found to be pranks. The only real documented incident was in 2000, when a man passed out candy bars he stuffed with needles. Only one boy was pricked with said needle, and he wasn't seriously injured.
5. Costume catching on fire
Probability: Somewhat likely
Unless you go the DIY route, there's a good chance your costume will be some last-minute purchase from the pop-up Halloween shop down the street, likely some kind of sexy [insert occupation/animal/borderline-offensive stereotype]. The problem with these costumes, aside from their total lack of originality, is that they are usually made with cheap, unbreathable, and therefore flammable (rayon) or meltable (acrylic, nylon, polyester) fabrics.