Stingy Jack.
The Jack-O'-Lantern was named after the infamous Irish figure known as Stingy Jack. As the story goes, several centuries ago amongst myriad towns and villages in Ireland, there lived a drunkard known as "Stingy Jack". Jack was known throughout the land as a deceiver, manipulator and otherwise dreg of society. On a fateful night, the devil overheard the tale of Jack's evil deeds and silver tongue. Unconvinced (and envious) of the rumors, the devil went to find out for himself whether or not Jack lived up to his vile reputation.
Typical of Jack, he was drunk and wandering through the countryside at night when he came upon a body on his cobblestone path. The body with an eerie grimace on its face turned out to be Satan. Jack realized somberly this was his end; Satan had finally come to collect his malevolent soul. Jack made a last request: he asked Satan to let him drink ale before he departed to Hades. Finding no reason not to acquiesce the request, Satan took Jack to the local pub and supplied him with many alcoholic beverages. Upon quenching his thirst, Jack asked Satan to pay the tab on the ale, to Satan's surprise. Jack convinced Satan to metamorphose into a silver coin with which to pay the bartender (impressed upon by Jack's unyielding nefarious tactics). Shrewdly, Jack stuck the now transmogrified Satan (coin) into his pocket, which also contained a crucifix. The crucifix's presence kept Satan from escaping his form. This coerced Satan to agree to Jack's demand: in exchange for Satan's freedom, he had to spare Jack's soul for ten years.
Ten years later to the date when Jack originally struck his deal, he found himself once again in Satan's presence. Jack happened upon Satan in the same setting as before and seemingly accepted it was his time to go to Hades for good. As the Satan prepared to take him to hell, Jack asked if he could have one apple to feed his starving belly. Foolishly Satan once again agreed to this request. As Satan climbed up the branches of a nearby apple tree, Jack surrounded its base with crucifixes. Satan, frustrated at the fact that he been entrapped again, demanded his release. As Jack did before, he made a demand: that his soul never be taken by Satan into Hades. Satan agreed and was set free.
Eventually the drinking and unstable lifestyle took its toll on Jack; he died the way he lived. As Jack's soul prepared to enter Heaven through the gates of Heaven he was stopped. Jack was told by God that because of his sinful lifestyle of deceitfulness and drinking, he was not allowed into Heaven. The dreary Jack went before the Gates of Hades and begged for commission into underworld. Satan, fulfilling his obligation to Jack, could not take his soul. To warn others, he gave Jack an ember, marking him a denizen of the netherworld. From that day on until eternity's end, Jack is doomed to roam the world between the planes of good and evil, with only an ember inside a hollowed turnip ("turnip" actually referring to a large rutabaga) to light his way.