Turkey Day

The original Thanksgiving appears to have been an offshoot of the harvest festivals, or harvest-home ceremonies, in England. During these ceremonies, people set aside days specifically for the purpose of thanking God for their plentiful harvest. There were also Thanksgiving harvest festivals in some European nations, such as the Erntedankfest in Germany, a tradition still continued today. 

It remains hotly debated where and when the first Thanksgiving actually came about. 

Thanksgiving is traditionally associated with the arrival of the Pilgrims. During the early 17th century, all religion in England was strictly dictated by the government, and all were required to conform to severe religious restrictions. Individual beliefs and independent ways to worship were forbidden, punishable by jailing, torture and even execution. Seeking escape from religious suppression, a group known as the Pilgrims departed England on the ship Mayflower. 

They arrived at Plymouth Rock in southeastern Massachusetts in December 1620, but due to native hostility, moved further along the coast to Cape Cod, where they were greeted more cordially. These Indians, the Wampanoag, helped the new colony to survive, by showing the colonists how to plant corn (maize) and how to catch alewives, a type of herring, to use as a fertilizer when growing pumpkins, beans, etc. Just under a year later, in 1621 and following a successful harvest, they celebrated their bounty as well as their new freedom with a huge feast - thus was Thanksgiving started. For this first harvest festival, lasting some three days, the colonists invited the Wampanoag people, to show their gratitude. It is believed that the natives also supplied much of the food, particularly venison. 

It is believed that the first "Day of Thanksgiving" actually occurred before the arrival of the Pilgrims. This festival was completely religious in nature, and did not involve any feasting. On 4 December 1619, a group of settlers from England arrived at Berkeley Plantation on the James River, now known as Charles City, Virginia. This group dedicated this day of their arrival as a Day of Thanksgiving to God. 

So it can be seen that, while the US celebrates Thanksgiving based on the Pilgrim festival, towns or countries called days of thanksgiving several years before that event. Those days were usually called to celebrate a specific event, rather than an ongoing celebration. 

It is even believed that the holiday occurred earlier: some sources say it was celebrated on 8 September 1565 in what is now Saint Augustine, Florida. This story has its origins in the fact that Spanish explorer Pedro Menendez de Aviles invited the Timucua Indians to a celebratory meal in St Augustine after a thanksgiving Mass celebrating his and his crew's safe arrival. This was the first recorded celebration of a meal specifically for thanksgiving. 

Other claims to the first Thanksgiving include:

• The 1513 landing of Juan Ponce De Leon in Florida
• Francisco Vásquez de Coronado's service of thanksgiving in the Texas Panhandle in 1541
• Two other claims for thanksgiving observances in Jamestown, Virginia, in 1607 and 1610
• There is a Canadian claim that the first thanksgiving was Martin Frobisher's 1576 thanksgiving on Baffin Island.

In 1863 Thanksgiving was declared a national holiday by President Lincoln. 
It was officially changed to the fourth Thursday in November when Franklin Delano Roosevelt was president.

(Curtsy of http://wiki.answers.com/Q/When_where_and_how_did_Thanksgiving_originate)