This weekend is Canadian Thanksgiving. We're looking forward to Turkey and Pumpkin Pie. I work with a largely international group of people. The question always comes up "what? You should have Thanksgiving in November!" Now October seems right to me. Harvest is finishing up, the snow hasn't settled in yet, etc.
The history of thanksgiving is interesting. Canada finally settled on the 2nd monday of October in 1936. The history is at http://www.pch.gc.ca/progs/cpsc-ccsp/jfa-ha/action_e.cfm Interestingly, there have been many different reasons for Thanksgiving over the past few hundred years.. The Thanksgiving Wikipedia entry claims that Canadians trace their thanksgiving to the first North American celebration, by Martin Frobisher in 1578.
Also, 1908 marked the switch from a Thursday holiday to a Monday Holiday. I'm not sure why that switch happened. One thought is that wekends were still one day back "in the day", so a Monday holiday meant a long weekend of two days.
American Thanksgiving likewise has bounced around. Washington and the Continental Congress had December days. It was Lincoln that settled on a late November day with a proclamation on Oct 3rd. My guess is that late Nov had to be selected because of the Oct proclamation date - you have to give folks time to prep!
Lincoln's declaration was the last thursday of November. Roosevelt changed to the 2nd to last Thursday in 1933. This was to boost the economy for christmas shopping. It was considered bad form to advertise before thanksgiving. But it wasn't mandatory, so half the states picked 2nd to last, and half picked last. And Texas picked both! It was called "Franksgiving". 1941 finally split the difference, choosing the 4th Thursday.
I'm not buying the urban legend that Canada's is "earlier" because it's colder. Maybe because Canada celebrates Remembrance Day, the lawmakers didn't want 2 holidays in November. The solution is have Thanksgiving day a month before Remembrance day. It seems that there's no "right" answer to the question of which is the right day, they're just different. Canada's fixed day has been since 1936, the US since 1940. In any event, Happy turkey day!