I didn't expect a walkthrough of thanksgiving celebrations in different countries and cultures :)
We don't celebrate Thanksgiving here in Romania, though through the many years of Communism, we were forced to celebrate Harvest Day from September to November. Our wacky dictator found great satisfaction in praising the Country's agricultural potential, and the newspapers were filled with inflated news regarding our "great achievements."
However, we do have our Country's national day on the 1st of December, which is basically a day of not working and filling our bellies with more food than we should.
I guess "thanksgiving" translates for us too as a "thanks for giving me a belly ache and bloat for a week"...