For a classic movie set in México during the Day of the Dead, see, "Macario", based on a B. Traven story:
"The story centers on Macario, a poor indigenous woodcutter, during the Colonial Mexico, who lives enraged for being so poor. His economic situation keeps him and his family at the edge of starvation. After he sees a procession of roast turkeys, his dream is to eat a whole roast turkey just by himself. He announces in front of his wife and children that he will not eat until his dream comes true. His worried wife steals a turkey and gives it to Macario before he heads to the mountains to work.
However, just as Macario prepares to eat the turkey, three men appear to him. The first one is the Devil in the guise as a fine gentleman, who tempts Macario in order to get a piece of the turkey. The second one is God in the guise as an old man. Macario refuses to share the turkey with either the fine gentleman or the old man, since he believes that they both have the means necessary to get themselves what they want.
When a third figure appears to him—a peasant like himself—he gladly shares the turkey with the man. The third man is none other than Death itself. But Death is unsure why Macario has shared his turkey with him and not with the Devil and God. Macario then gives a very smart answer: "Whenever you appear, there is no time for anything else." Macario hoped to forestall what he assumed to be his imminent death by gaining the time it would take for him and Death to eat. Death is amused and as a compensation, names Macario his "friend" and gives him miraculous water that will heal any disease. If Death appears at the feet of the sick person, they can be healed with the water - but if Death appears by the person's head he or she is condemned to die. This "friendship" lasts for years, but they never speak to each other, but merely stare.
Death hints that Macario will meet him later that day. Macario returns home to find his son cold from falling into the well. Macario tries the water on his son and eventually becomes known as a miraculous healer, creating such commotion that the church itself will accuse him of heresy, and even the Viceroy will ask for his services, to cure his son. He is promised freedom if he can save the boy, or to be burned at the stake otherwise.
Unfortunately for Macario, Death "has to take the child," so Macario, in despair, begs and tries to escape, only to enter Death's cavern (filmed in the Cacahuamilpa caverns) and is reprimanded for turning his "gift" into merchandise.
Comparison to novel
The film is adapted from the novel The Third Guest by B. Traven, and differs from the plot in that in the book, Death appears to already know the course of events that will lead to Macario's downfall ("once men will know about it, you will not be able to stop") and that Death will allow one last favor, out of gratitude for restoring Death's energy for another 100 years, saving Macario's family and Macario himself from the public dishonor brought by the Inquisition verdict.
The last scenes show his wife looking for Macario out in the woods only to find him peacefully dead, next to a turkey divided in halves: one of which is eaten, the other being intact, as if he died not fulfilling his dream of eating a complete turkey for himself."
en.wikipedia.org/wiki/Macario

Day of the Dead (Spanish: Día de los Muertos) is a holiday celebrated in Mexico and by Mexican Americans living in the United States and Canada. The holiday focuses on gatherings of family and friends to pray for and remember friends and family members who have died. The celebration occurs on November 2 in connection with the Catholic holidays of All Saints' Day (November 1) and All Souls' Day (November 2). Traditions connected with the holiday include building private altars honoring the deceased using sugar skulls, marigolds, and the favorite foods and beverages of the departed and visiting graves with these as gifts. Due to occurring shortly after Halloween, the Day of the Dead is sometimes thought to be a similar holiday, although the two actually have little in common. The Day of the Dead is a time of celebration, where partying and eating is common. Scholars trace the origins of the modern holiday to indigenous observances dating back thousands of years and to an Aztec festival dedicated to a goddess called Mictecacihuatl. In Brazil, Dia de Finados is a public holiday that many Brazilians celebrate by visiting cemeteries and churches. In Spain, there are festivals and parades, and, at the end of the day, people gather at cemeteries and pray for their dead loved ones. Similar observances occur elsewhere in Europe and in the Philippines, and similarly themed celebrations appear in many Asian and African cultures en.wikipedia.org/wiki/Day_of_the_Dead