Do you know why we dress up on Purim? I hope you know it's not just to have a Jewish flavored Halloween!
On the simplest level it's to add to the celebration, but the truth is it's much deeper than that.
The miracle of Purim was a unique miracle. it was not an earth shattering miracle like the splitting of the Reed Sea; it was a miracle that was concealed and disguised within the laws of nature.
There were no unnatural plagues; there were a series of palace intrigues that resulted in Esther becoming the queen. There were no supernatural events; the Jews of the time had to arm themselves and defend themselves against their enemies.
The story of Purim was a miracle hidden within nature, therefore we disguise ourselves. (That's also why we eat hamantashen, pastries with the filling hidden in it).
There's an important detail embedded in the "natural" events of Purim: Although the miracle was hidden within the laws of nature, Mordechai and Esther recognized the True Source that would cause the tides to turn in their favor. When news of the decree broke in Shushan, Mordechai gathered 22,000 Jewish children and studied and prayed with them in public. When Esther decided to risk her life and visit the king uninvited, she fasted for three days and asked that the entire community fast on her behalf. They realized that although they were working according to the laws of nature and depending on their diplomacy and charm to effect change, the actual cause of the change would be G-d.
Most of our life is experienced this way, laws of nature ruling and taking precedence. We generally don't experience overt miracles. Purim reminds us to be like Mordechai and Esther and remember the True Source of the blessings in our life, G-d.