Make Yellow and Red playdough - let the children explore with and mix it - to make Orange playdough.
Orange Ping Pong Balls - I have seen them in Canadian Tire. Use a permanent marker to make jack-0-latern faces. These are great for the water table - they float.
Clean a Pumpkin - Let the children help clean out the pumpkin. This is a wonderful activity. Some children may be a bit reserved - allow them to use a utensil.