Red Eyed Jack O'Lanterns is are a destructible item found in T.K. Baha's Bloody Harvest DLC
These Red Eyed Jack O'Lanterns seem particularly malicious. When broken open, a flame will travel from that location to the Church of the Dead
When all 6 Red Eyed Jack O'Lanterns are broken, then the Church of the Damned will open up. Inside a Random Loot Chest can be found.
Found just as you are entering Hallowed Hollow. Look to the right of the bridge.
Head into the Necropolis from Hallowed Hollow. Turn to the south and head through the arch. Continue South until you find the path turning West. Turn and look to the Arch. A little to the West of that you will find this pumpkin.
Found in the Southern end of the Necropolis. It is in a tree, opposite the second Red Eyed jack O'Lantern. Just snipe it to claim the flame within.
As you are going down the wooden stairs in The Lavabluffs toward Lavashore Village look on the first landing to the right of the stairs ahead of you. You will find the pumpkin sitting right in front of you.