Here's more of what I posted earlier.
Canada -
In Canada Thanksgiving is celebrated on the second Monday in October. Unlike the American tradition of remembering Pilgrims and settling in the New World, Canadians give thanks for a successful harvest. The harvest season falls earlier in Canada compared to the United States due to the simple fact that Canada is further north.
The history of Thanksgiving in Canada goes back to an English explorer, Martin Frobisher, who had been trying to find a northern passage to the Orient. He did not succeed but he did establish a settlement in Northern America. In the year 1578, he held a formal ceremony, in what is now called Newfoundland, to give thanks for surviving the long journey. This is considered the first Canadian Thanksgiving. Other settlers arrived and continued these ceremonies. He was later knighted and had an inlet of the Atlantic Ocean in northern Canada named after him - Frobisher Bay.
At the same time, French settlers, having crossed the ocean and arrived in Canada with explorer Samuel de Champlain, also held huge feasts of thanks. They even formed 'The Order of Good Cheer' and gladly shared their food with their Indian neighbours.
After the Seven Year's War ended in 1763, the citizens of Halifax held a special day of Thanksgiving.
During the American Revolution, Americans who remained loyal to England moved to Canada where they brought the customs and practices of the American Thanksgiving to Canada. There are many similarities between the two Thanksgivings such as the cornucopia and the pumpkin pie.
Eventually in 1879, Parliament declared November 6th a day of Thanksgiving and a national holiday. Over the years many dates were used for Thanksgiving, the most popular was the 3rd Monday in October. After World War I, both Armistice Day and Thanksgiving were celebrated on the Monday of the week in which November 11th occurred. Ten years later, in 1931, the two days became separate holidays and Armistice Day was renamed Remembrance Day.
Finally, on January 31st, 1957, Parliament proclaimed...
"A Day of General Thanksgiving to Almighty God for the bountiful harvest with which Canada has been blessed ... to be observed on the 2nd Monday in October.
USA -
The Thanksgiving holiday celebrated each November in the United States is known worldwide as an American custom, but its roots extend far back into human history.
According to research conducted by The Center for World Thanksgiving at Thanks-Giving Square, the first Americans observed rituals and ceremonies to express gratitude to a higher power for life itself. A Seneca Indian ritual, for example, states, "Our Creator ... Shall continue to dwell above the sky, and this is where those on the earth will end their thanksgiving." Another quotation attributed to American Indians before Columbus is, "The plant has its nourishment from the earth and its limbs go up this way, in praise of its Maker ... like the limbs of a tree."
The Pilgrims' First Harvest Feast
According to historical sources, the Pilgrims never held an autumnal Thanksgiving feast. The Pilgrims did have a feast in 1621 near Plymouth, Massachusetts, after their first harvest. This is the feast people often refer to as "The First Thanksgiving." This feast was never repeated, so it can't be called the start of a tradition, nor did the colonists or Pilgrims call it a Thanksgiving Feast. In fact, to these devoutly religious people, a day of thanksgiving was a day of prayer and fasting.
Nevertheless, the 1621 feast has become a model for the Thanksgiving celebration in the United States. More than likely, this first harvest feast was eaten outside, based on the fact that the colonists didn't have a building large enough to accommodate all the people who came. Native Americans definitely were among the invited guests, and it's possible, even probable, that turkey (roasted but not stuffed) and pumpkin in some form found their way to the table. The feast is described in a firsthand account presumably written by a leader of the colony, Edward Winslow, as it appears in Mourt's Relation:
"Our harvest being gotten in, our governor sent four men on fowling, that so we might after a special manner rejoice together after we had gathered the fruit of our labors. They four in one day killed as much fowl as, with a little help beside, served the company almost a week. At which time, amongst other recreations, we exercised our arms, many of the Indians coming amongst us, and among the rest their greatest King Massasoit, with some ninety men, whom for three days we entertained and feasted, and they went out and killed five deer, which they brought to the plantation and bestowed on our governor, and upon the captain and others. And although it be not always so plentiful as it was this time with us, yet by the goodness of God, we are so far from want that we often wish you partakers of our plenty."
From this we know that the feast went on for three days, included 90 "Indians," as Native Americans were called then, and had plentiful food. In addition to the venison provided by the Native Americans, there was enough wild fowl to supply the village for a week. The fowl included ducks, geese, turkeys and even swans.
Timeline of American Thanksgiving Holiday
1541 During Coronado's expedition a Eucharistic thanksgiving, with the friendly Teya Indians present, occurred in Palo Duro Canyon in West Texas.
1621 Pilgrims and Native Americans enjoyed a harvest feast in Plymouth, Massachusetts. This feast may have become the model for today's American celebration.
1630 Settlers and colonists from many continents brought customs of days of prayer and thanksgiving, especially in New England, where the first Thanksgiving of the Massachusetts Bay Colony was observed on July 8, 1630.
1777 The first Thanksgiving of the new United States of America occurred in 1777 when General George Washington and his army, as instructed by the Continental Congress, stopped in bitter weather in the open fields on their way to Valley Forge to mark the occasion.
1789 Washington's first proclamation after his inauguration as the nation's first president in 1789 declared November 26, 1789, as a national day of "thanksgiving and prayer."
1800s The annual presidential thanksgiving proclamations ceased for 45 years in the early 1800s.
1863 President Abraham Lincoln resumed the tradition in 1863.
November
26, 1941 President Roosevelt signed the bill establishing the fourth Thursday in November as Thanksgiving Day. Because two years out of every seven have five Thursdays in November, some states for the next 15 years celebrated on their own on the last Thursday. Since 1956, the fourth Thursday in November has been observed by every state.