Don is right to mention the classical festivals of the dead, but it is worth noting that when Lucretius makes references to these practices (the feasts of Feralia, Parentalia, and Lemuria in Rome) it is generally to reveal the fear, foolishness, or hypocrisy of the people taking part. This is from Bailey's translation of the proem to Book three:
QuoteFor, although men often declare that disease and a life of disgrace are more to be feared than the lower realm of death, and that they know that the soul’s nature is of blood, or else of wind, if by chance their whim so wills it, and that so they have no need at all of our philosophy, you may be sure by this that all is idly vaunted to win praise, and not because the truth is itself accepted. These same men, exiled from their country and banished far from the sight of men, stained with some foul crime, beset with every kind of care, live on all the same, and, spite of all, to whatever place they come in their misery, they make sacrifice to the dead [parentant], and slaughter black cattle and despatch offerings to the gods of the dead [manibus divis], and in their bitter plight far more keenly turn their hearts to religion. Wherefore it is more fitting to watch a man in doubt and danger, and to learn of what manner he is in adversity; for then at last a real cry is wrung from the bottom of his heart: the mask is torn off, and the truth remains behind.