I made one last year and took it around with my kids trick-or-treating. I'm an adult so many people answering the door looked at me suspiciously when I held out my "pumpkin". I just pretended to be collecting candy for my "other kid, sick at home". Even with suspicion raised, the trick worked great and I got invited into several parties. We 'test drove' the pumpkin at the annual Pumpkin Festival in Hartsburg, MO. Here's some of the reactions we got in broad daylight.
Step 1: Gather the Parts
You'll need a pair of gloves that you can sacrifice. You're going to cut a big hole in one so don't use anything nice or expensive. I found a cheap 3-pack of cloth gloves for less than a dollar at one of the depot stores.
A couple of plastic grocery bags for stuffing material.
For tools, you'll need a utility knife a hot-glue gun, and a pair of scissors. A compass is handy for marking the cutout but you can make due without.
Step 2: Mark and Cut the Hole
You want your arm to enter the pumpkin at a natural angle that allows you to curve your hand around the inside of the front face. This will hide your hand from somone looking in and down while standing in front of you. You want the position far enough forward that the fake glove is clearly visible on the side of the pumpkin. This gives the illusion of where your hand is.
I've found the best position for the hole is at about the 8:00 position looking down from above and slightly below the mid-line when looking side-on.
You want the hole as small as possible that lets your arm move freely without candy falling out or light leaking in around. I made this pumpkin for my son so I measured his arm. A hole 3" in diameter seems about right.
Mark it with a compass if you have one and cut it out with the utility knife. The plastic might be a little ragged after the cut so hitting it with some sandpaper will de-burr it and make it less irritating.
Step 3: Prepare the Glove
Cut a hole in the palm of the fake glove that approximately matches the hole in the pumpkin. You can use the plastic disk cut-out in the previous step as a handy template.
Don't cut through the cuff. Your arm will be going through it and having it fit snugly will help conceal the deception.
Step 4: Glue the Glove to the Pumpkin
Add some additional hot-glue around the front edge of the hole. You can glue the glove hole all the way around the pumpkin hole but it isn't necessary and, I think, reduces mobility.
Step 5: Use It!
Put the other glove on your other hand and hold the pumpkin as naturally as possible.
When your victim opens the door, hold your pumpkin out for candy. They will do one of two things:
The victim will either pick a piece of candy and try to drop it into your pumpkin. This is your moment!. Quickly reach out of the pumpkin and either grab their hand or snatch the candy. Savor the reaction.
Many victims will just hold their bowl out expecting you to get your own candy. Just reach out of the pumpkin and grab as much as you want. Really. The more you grab, the better the reaction. Scold your 'pet arm' and apologize -- but keep the candy. You've earned it.