For many centuries, the people of Japan have been performing rituals with the purpose of chasing away evil spirits at the start of spring.
Around the 13th century, for example, it became a custom to drive away evil spirits by the strong smell of burning dried sardine heads, the smoke of burning wood and the noise of drums. While this custom is not popular anymore, a few people still decorate their house entrances with fish heads and holy tree leaves in order to deter evil spirits from entering.
In modern days, the most commonly performed setsubun ritual is the throwing of roasted beans around one's house and at temples and shrines across the country. When throwing the beans, you are supposed to shout "Oni wa soto! Fuku wa uchi!" ("Devils out, happiness in"). Afterwards you should pick up and eat the number of beans, which corresponds to your age.
As all traditional festivals, setsubun is celebrated in many variations throughout the country.