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Thanksgiving is a holiday celebrated primarily in the United States and Canada. Thanksgiving is celebrated on the second Monday of October in Canada and the fourth Thursday of November in the United States.
In the United States, the holiday is dated back to a feast given in 1621 by the founders of the Plymouth colony in Massachusetts (often called "Pilgrims") to offer thanks to God for their survival past the first harsh year of the settlement. They invited the local Wampanoag tribe. This was, however, not an annual holiday, but a one-time event. Days of Thanksgiving were an old English custom, called by local authorities or church to celebrate some significant event, and could be declared more or less whenever. However, it is true that the harvest would be marked with a Thanksgiving Day across most of New England and in states settled by Yankees.
Subsequent festivals of national thanksgiving to God were held at irregular intervals. George Washington, for instance, declared one to be held on the last Thursday of November, 1789, "acknowledging with grateful hearts the many and signal favors of Almighty God, especially by affording them an opportunity peaceably to establish a form of government for their safety and happiness." In the early 19th Century, New England novelist Sara Josepha Hale suggested that Americans needed to revive this tradition of giving thanks. In 1846, she started a letter-writing campaign advocating a national day of thanks. She wrote to anybody she thought could help: including Presidents Zachary Taylor, Millard Fillmore, Franklin Pierce, James Buchanan, and Abraham Lincoln Lincoln. In 1863, seventeen years into Hale's campaign, President Abraham Lincoln declared one to be celebrated on the last Thursday of November, 1863, "as a day of Thanksgiving and Praise to our beneficent Father who dwelleth in the Heavens." The celebration has been repeated annually ever since, though Franklin Delano Roosevelt transferred the date of the celebration from the traditional final Thursday to the next-to-last Thursday of the month.
The choice of meat at the original feast is thought by historians to have been venison, but Ms. Hale put turkey on the map by publishing a Thanksgiving edition of her magazine, including turkey-centric feasts. The poultry industry capitalized on this through heavy advertising and PR events in the first half of the 20th century, cementing turkey as the Thanksgiving meal of choice, with an assist from the US military, which served turkey to the troops on Thanksgiving as the standard holiday meal thanks to turkey being relatively cheap. The tradition continues in the armed forces to this day, even resulting in the creation of a platoon-sized forward deployable Thanksgiving turkey dinner with all the trimmings, so troops on the front lines can have a taste of home. The President these days receives two live turkeys for Thanksgiving, who receive Presidential pardons and a cushy life at a DC local petting zoo.
Traditionally, Thanksgiving (nicknamed Turkey Day) involves going home to one's extended family and having an enormous dinner together, made up of turkey, cranberry sauce, mashed potatoes, stuffing, and other such foods, followed by dessert, usually pumpkin pie and other pies. The time not spent eating is spent either watching parades (some of which, such as the Macy's parade in New York City, are famous for their enormous character balloons) or TV specials. American Football is also a major part of Thanksgiving, with the NFL playing the Thanksgiving Classic -- until recently, the only professional game to be played on a weekday (if you're not counting Monday Night Football). The NCAA generally plays some games on Thanksgiving night or on the following Friday.
The day after Thanksgiving is Black Friday, the official start of the holiday shopping season, so named because shop keepers traditionally hoped to make a lot of money from people shopping for the holiday season, back when profits were hand-written into ledgers in black ink, and losses were written in red ink. In more recent years, "Black" Friday has a more negative connotation for those working in retail, who dread this day with a passion. It's when everybody goes out shopping, many of them waking up at 3 a.m. to do so (or, in particularly insane instances, camping out overnight in the parking lot), waiting in obscenely long lines, and occasionally getting into fights, because most holiday gifts tend to run out of stock very quickly (toys and high-end electronics have been known to sell out within an hour). If the name "Black Friday" sounds more ominous than the day deserves, note that in 2008, a Wal-Mart employee got trampled to death right after unlocking the front doors.
Did we mention that there's also a Thanksgiving in Canada? Its origins aren't so mythologized, and it happens on the second Monday in October, but many of the traditions (a big meal, pumpkins, cornucopias, etc.) are shared. There are some differences, however: there aren't really any Canadian Thanksgiving parades (the only parade on Thanksgiving is actually supposed to be for Oktoberfest, which is around the same time); Thanksgiving is still considered quasi-religious in Canada, and since the holiday falls in October, the link with the end of the football season (yes, there's Canadian football) isn't really there, although there are usually two Canadian Football League games played that day as "Thanksgiving Classics," which usually involve nearby rivals, such as Toronto vs. Hamilton or Edmonton vs. Calgary.