"Thanksgiving mice" by Bethany Roberts and Doug Cushman (their whole "mice" series is so cute) "one little two little three little pilgrims" by B.G. Hennessy "Over the river and through the wood" by Lydia Maria Child "Twas the night before Thanksgiving" by Dav Pilkey
On my list are:
Dora's Thanksgiving
Arthur's Thanksgiving
Thanksgiving at the Tappletons
It is hard to find good Thanksgiving books. They tend to be rather preachy and boring, IMO.