While the most widely know first occasion of Thanksgiving was the 1621 Plymouth, Massachusetts celebration, some claim that the December 4, 1619 celebration in Berkeley, Virginia was, in fact, the first Thanksgiving.
During the Revolutionary War, the Continental Congress decreed one or more celebrations of thanks per year; a tradition that Washington, Adams, and Madison continued as President. Various state governors decreed their own Thanksgivings all through the first half of the 19th century.
It was, however, Lincoln -- prompted by editorials by Sara Josephea Hale -- who decreed the first official Thanksgiving in 1863; Lincoln further decreed that this nation holidy should be continued and held on the last Thursday of November.
In 1939, Roosevelt bowed to pressures from retailers to move Thanksgiving back a week to allow for more sales before Christmas; his recommendation, however, was not required, and many states did not adopt it -- creating multiple celebrations, even within the same state. This split holiday -- with Roosevelt's choice being dubbed "Franksgiving" -- continued until 1940 when Congress proposed a compromise: Thanksgiving would be the fourth Thursday of November, which would sometimes be the last Thursday and sometimes the penultimate one.
The tradition of the President pardoning a turkey began in 1947.
Canadians trace their celebration of Thanksgiving to a 1578 feast held by Martin Frobisher in Newfoundland. The first official Thanksgiving was in 1872, but did not become a national holiday until 1879. Since 1957, it has been held on the second Monday of October.