BBC has photos and background (and I can't find much on ynet, walla, nrg, haaretz, jpost).
About Purim, from About.com:
On Purim, Jews today remember how Esther saved the Jews of Persia from annihilation, as recorded in the Biblical Book of Esther. In general, Purim celebrates Jewish survival. Despite the plans of others to persecute and even annihilate Jews in the past, the Jewish People has survived for approximately 4,000 years.
Purim customs include food baskets (mishloach manot, shlach manos), hamantashen pastries (oznay haman), a festive meal (seudat Purim), charity (matanot l'evyonim), Purim parades (adloyada), Purim plays (shpiels), carnivals (shuk Purim), costumes and noisemakers. The festive celebration makes Purim a favorite Jewish holiday for children and adults alike.
Here's a photo from ynetnews.com at 2007:
Purim Parade in Ashkelon attended by Sderot residents who have suffered from many rockets attacks (since then, Ashkelon residents have had their share of rockets from Gaza as well)
Purim - as I said, is one of the kids' favorite holdiay. Since the 90-s, police have been on extreme high alerts in these days as Arab Muslims have used this occasion of celebration in an attempt to maximize casualties and sorrow with homocide bombings: (a sample collection)
2008 - Purim terror in Israel
2006 - Purim terror attack thwarted
2004 - Purim Terror Attacks Prevented in Jerusalem and Tel Aviv.
Here's the big one, this is where it started - this is what the Oslo process has brought:
On March 4 1996: A suicide bomb is detonated in Tel Aviv's Dizengoff Center, killing 13, including children, and wounding at least 130 on the eve of Purim. Hamas claims responsibility.
Can you imagine going "trick or treat"-ing under such threats?