We didn't get any rude trick or treaters, but one of the places we took the kids to was rude!
We were a group of 10 kids (two of my friends have husbands deployed so they came to our house and my husband handed out candy while us moms took the kids out) In our group was my son who was 2, and my friends daughter who was 2 1/2. They are the youngest and want to do everything the big kids do, including trick or treat! I pushed them in the stroller, but we would park on the end of the driveways and they would walk up to the door with us. They were both in costumes too.
At one house when the older kids had been given candy and the two younger ones walked up and said "trick or treat" and held out their little buckets the woman said "No, you're obviously just trick or treating for mom and dad, they can buy their own candy or go trick or treating on their own street and get some" (I was on my own street!!)
What? The older kids immediately gave the younger two a piece of candy from their buckets, so no tears were shed, but holy rude batman!! None of us adults said anything (until we were out of earshot at least), but I kind of wish I had!
I wish my 2 year old didn't know what candy was or eat it, but with older siblings, he does! The little 2 1/2 year old that was with us has 4 older brothers, she knows too!
Another mom in the neighborhood said she wouldn't give her 20 month old candy either and said the same thing (minus the "their own street" part). Yikes!
That's sad. If they are old enough to come up to the door on their own (unless in a wheelchair, etc.), they get candy from us. I have 4 kids and have taken them all trick-or-treating from the time they were babies (well, when I had a baby and older child) but never wanted candy, even from friends. I guess I think it's rude for grown-ups to expect strangers to give them things that they can buy for themselves.

OP - I'm sorry that happened to you, last night! I've been practicing with my 3 year old all week long. Last night, he walked up to doors, gave his best, "Trick or Treat!", waited for the candy to be dropped into his bucket, and then said, "Thank you!" I was so proud of him. After each house, he would turn around and jump up and down saying, "This is the BEST Halloween EVER!"
I was pleasantly surprised with the polite behavior we saw last night, as well. DH was thrilled, as he was handing out the candy. It was such fun to see the kids in their costumes.
We did have a group of teenagers who came around. They weren't trick or treating for candy, though. They were trick or treating for canned goods for the local food pantry for the homeless. They were darling, and so respectful, as well! i was thrilled to load up a couple of grocery bags with macaroni and cheese, and soup for them. It was nice to see teenagers thinking of other people and not themselves! They looked like they were having fun, too. The teacher who was with them had treats for them in his truck, and they would stop every couple of houses for some apple cider from thermoses. It was cool to see!
That's so nice. While I do think that teenagers should outgrow trick-or-treating, I understand that some still do it. DH has been pretty strict with teenagers who've come to our home, asking where their costumes are and waiting for them to say, "Trick or treat." He's gotten some creative answers for the costume questions.

We used to live in a large neighborhood in a town that held trick-or-treating on the Sunday afternoon before Halloween. I actually loved that because it was light and the kids could play outside afterwards. But we always had people "bus" their kids into the neighborhood. The worst was when a group of around 10 people camped out on our stone fence for about 15 minutes. One little girl actually asked if she could have a bottle of water after I gave some to my kids and then they left trash in my yard. They weren't from our neighborhood and I was amazed at how the adults were acting too. We've always taught our children to say "Trick or treat" and "Thank you" no matter if they like what they get or not. Due to power outages, our trick-or-treating will be held on Saturday evening. I'm hoping that kids are polite in this neighborhood.