The 31st of October may only come once a year, but "in some ways, in our imaginations, it's always Halloween," according to University of Maryland anthropologist John L. Caughey.

"Each day we go into an imaginary world, drop our actual identities, take on imaginary ones, and play out roles with imaginary others. Halloween is an external manifestation of an important part of this imaginary social world."

Our participation in that fantasy life is not only normal -- up to a certain extent -- but plays an important role in our social conduct, says Caughey, an associate professor of American Studies. It helps us plan our lives, and lays the groundwork for real-life encounters.

"Halloween is a kind of pale reflection of the internal imaginary process. Most people have a much richer fantasy life than just in terms of one day of putting on costumes. Partly because they're self-conscious, most people are hesitant to act out very far. But in the privacy of their own imagination, they go wild."

In his new book, Imaginary Social Worlds (University of Nebraska Press, $16.95), Caughey, 43, explores the connection between imaginary relationships and actual experiences. Although fantasies, daydreams and the like are often viewed as a waste of time and perhaps even pathological, Caughey says they are pervasive in American society and an activity that most of us engage in far more than we realize.

"Although our culture has implicitly taught us not to pay attention to this stuff, it's actually a rich and complex form of subjective experience. I don't think people could function successfully in the real world if they didn't have the ability to imagine."

If you're skeptical about whether you -- a rational human being -- actually participate in imaginary relationships, Caughey suggests this exercise:

"Try and catch yourself while "Halloween is a kind of pale reflection of the internal imaginary process." -- Anthropologist John L. Caughey you're engaged in routine activities -- commuting to and from work, driving a car, riding the Metro -- and ask yourself, 'What was I just thinking about?'

"Trace this stream of thought back as far as you can. It has to be done a number of times before you get good at observing your consciousness. Most people will find that, when their attention isn't taken up by a real relationship or a demanding task, they are experiencing stream of consciousness: memories, fantasy, self-conversation."

The connection between the imagination and our waking relationships is often direct. After interviewing more than 500 Americans in depth about their imaginary experiences, Caughey found that many people allow their imaginations to affect their real relationships.

Recalled one woman whose breakup with her fiance' had shattered her fantasy of a dream house and a happy family life: "My fantasy had some positive aspects besides the simple escape from the everyday realities of life. It kind of gave me a purpose -- like something to work for. It gave work a reason . . . I enjoyed life more because I had so much to look forward to. It was a goal I could strive for without any immediate failures to deal with."

Often the fantasies involve a media figure. Although this type of romantic attachments is most commonly associated with adolescent girls, Caughey found people of both sexes and in all age groups with strong romantic feelings for people they had never met -- a John Travolta admirer in her fifties, an elderly suburban woman with a 40-year imaginary relationship with Frank Sinatra, and a 30-year-old librarian "in love" with Ann-Margaret.

"One man," writes Caughey, "pointed out that the 'father figure' he admired -- a fictional John Wayne-type TV cowboy -- outshone his real father in every respect. His father has several admirable qualities and he 'loves him very much.' But as a child he 'needed someone to identify with,' and his father did not measure up."

"The media figure people will pick up on is better than what is available in their actual world," says Caughey. "If a person's real social relationship isn't working well, it's natural to turn to media figures. They're more glamorous, and you can wipe out the negative things that characterize any real relationship. You can control it."

Caughey (pronounced coy) became interested in imaginary social experiences as a result of his 1968 study on Fa'a'nakkar, an island in the Western Pacific where a significant part of the native culture revolves around several dozen spirit beings. "Their lives involved imaginary relationships with spirits: You couldn't understand their social system without understanding that their ghosts and spirits were part of their social world."

Although most westerners view such behavior as "primitive," Caughey found similar behavior in American imaginary relationships. "You can't understand our lives without understanding imaginary social relationships."

The average American's social experience is no longer confined to friends, relatives and acquaintances, he says. Through television, books, magazines and movies, we are involved -- sometimes intimately -- with as many as 1,000 media figures, both real and fictional.

People we have never met -- politicians, newscasters, characters in novels and soap operas -- play as important a role in our culture as the spirits do in the culture of Fa'a'nakkar. These imaginary relationships continue even when the television is turned off or the novel put away.

"We are so bombarded with this swarm of media figures that they get right into our consciousness," he says. "They are part of our daydreams and our memories and the feelings we have for them can be very strong."

The media's influence on our fantasy selves is so extensive it's even difficult to think of Halloween costumes that don't originate with it, Caughey says.

"Just as our imaginary identities are drawn from the media, so are the costumes we use for Halloween parties." This includes such disparate characters as cowboys, pirates, clowns (straight from Ronald McDonald) and witches (from the "Wizard of Oz," cartoons and "The Crucible.")

"When we're asked to put on a play identity on Halloween we don't want to come as our brother, or our cousin," Caughey says. "We come as a celebrity figure or celebrity identity."

To a small extent, he says, our Halloween costumes are a window on our fantasy lives. Sometimes we put on nightmare identities, as when a beautiful woman dresses up as a witch. "We put on something we're afraid of -- our feared as well as our ideal identities. Fantasies can be nightmares, too."

As for himself, Caughey says he is going to a costume party tomorrow night, but isn't quite sure what he'll wear.

"I'm going to a come-as-you-were-in-some-past-life party. As an anthropologist, I thought of going as a gorilla."