So Halloween is supposed to be the eve of the Day of the Dead (or a celebration of those who have past on). I've tried to do a search on costumes that are non-violent and since I couldn't find those specifically I thought that I would make a basic list.
I also want to point out that it very difficult to find costumes that aren't of super or action heroes without swords, guns, etc for older boys. It's rather sad.
Famous People: Elvis, the president, the Pope, Cleopatra, KISS, Hanna Montana, Jonas Bros,
Professionals: doctors, nurses, vets, firemen, teachers, lawyers, librarians, nun, race car driver, sports outfits (baseball, soccer, etc), astronaut, pilot, rock n' roller
Cultural costumes: Roman in toga, hippies, cowboy/girl without the gun (substitute a rope), geisha, native American, pilgrim, disco,
Traditional Halloween costumes: pumpkins, ghosts, bats, cats, skeleton, angels
Funny costumes: clowns, jugglers, acrobats, magician,
Nature costumes: pumpkins, flowers, gourds,
Food costumes: cup cakes, (well any food really)
Animals: all animals are really non-violent even predators (I would stay away from fake blood though), think cats and rabbits for girls, dinosaurs for boys
Myths: unicorns, fairies, good witches, wizards, gnomes, aliens, king, elf, hobbit
TV, Movies, Books: Bob the Builder, Harry Potter, Dorothy, Madeleine, Nemo, Ariel, Jasmine, Sleeping Beauty, Snow White, Thomas the Train, HS musical, Lightning McQueen, Scooby-Doo, Curious George, Super Why, Veggie Tales, Backyardigans, Cat in the Hat
Good ways to come up with non-violent costumes is to have your child choose his or her favorite book or movie. Then build a costume around that. Most movies like Star Wars, Indiana Jones, Spider Man, Bat Man, and Transformers are rated PG or PG-13. Most G movies don't have any violent content so your young children won't be given the option to choose a more violent character.
Teens, you have to let them have more lee-way. Encourage them to choose costumes that are non-violent and have a discussion about the other options. If they still persist, you have at least talked to them about non-violence. Many teens aren't big into trick-or-treating anyway. They like haunted houses (which is totally another way to discuss real violence vs. fantasy violence) and handing out candy to young trick-or-treaters. Teens are better equipped to understand fantasy vs. real-violence and to learn about Halloween and what it really is: a religious holiday.