Shadow of the Mad King is the celebration of Halloween in Guild Wars 2.This fantastic event starts on the October 22 and runs to the 31 st. The event is divided into 4 acts and you can find more details here.
The Mad King event has also brought some brand new achievements that can be done only during this festivitie. These achievements have now their own category called Special Event. Here are all the achievements:
Attend the Party – I hear the jokes are to die for! 
Emissary of the Mad King - You’ve made the Mad King proud. He’ll kill you last. Halloween Achievements: 
Halloween Events Completed – The Mad King’s events used to knock ‘em dead. [1,2,3,4]
Halloween Huntin’ - How does one stuff a candy corn elemental? [20,40,60,80,100]
It’s a Mad King’s World – Explore the Mad Realm…or die trying. 
Mad King’s Clock Tower – Jump, jump, jump for your life. Fall, fall, fall and you die! Puzzle Achievement
Pumpkin Carving – Find pumpkins all around Tyria and carve them. [1,25,75,150]
Trick or Treat bags opened. – Free candy! Yay! [10,20,30,40]
Here are some tips for completing the achievements:
1. You can find pumpkins in Lions Arch and other human locations like Queensdale. Click on the links to see the pumpking locations. All the achievements are account bound so you can do carve the same pumpkins more than once….with different alts, after reloging and by going into overflow servers.
2. You can find candy corn by mining it(it appears as a mine node on the map), opening Trick or Treat bags or buying it on the trading post.
3. Trick or Treat bags are dropped as loot from random mobs. Also kids will approach you and you can exchange candy corn(10, 25, or 50) for a bag. As candy corn you can buy them of the trading post.