For those of you asking why They have Thanksgiving in Canada, the reason is that it's not an United State (ian?) Celebration.
Thanksgiving is celebrated In Canada on the second Monday in October, while in the US we celebrate it on the foruth Thursday of November.
The reason being is because it's not a "Nation" Celebration, If I am not mistaken it is not only celebrated in Canada not only for the giving of thanks to Wampanoag indians (the ones that helped the pilgrims before we took their land and raped their women

)
but also as a giving of thanks to God...
Even the colonies wouldn't have another "Thanksgiving" observance until 1623. and that was strictly a religious celebration.
It also is a celebration of bringing in a good harvest. (big duh!)