In the year 998, Saint Odilo, abbot of Cluny, ordered all the monasteries under his authority to keep a commemoration for all the departed — qui ab initio mundi fuerunt usque in finem (“all who have lived from the beginning of the world until the end”). He set the date for the day right after All Saints’ Day.
The practice of Cluny spread quickly everywhere. Rome, always cautious and resistant to new liturgical customs, did not officially accept the commemoration until the 14th century. Later, during the First World War in 1914, Pope Benedict XV granted the privilege for every priest to celebrate three Masses on that day for the faithful departed. In fact, that privilege had roots going back as far as the 15th century.