In Scottish Gaelic we say "Samhuinn" as (roughly) "SAH-vin" or "SAH-win": the 'mh' is sorta somewhere between a 'v' and a 'w' (it's pretty much completely a 'w' in Irish, which is what "sow-en" given above sounds like to me) and the 'nn' after 'i' is actually a 'ny' like in "canyon" or Spanish "mañana" or "señor". The pronunciations with "sh" at the beginning or 'm' sounds are flatly wrong.

By the way, "Samhuinn" in Scottish Gaelic, at least, means not "Hallowe'en" but "November," the month - "Hallowe'en" the night is "Oidhche Shamhna" (VERY roughly, "Oy-hya How-na") "November's Night."