These are books about Thanksgiving or that take place at Thanksgiving. Some of them are parts of series.
General Fiction

Richard badly wants to win the candy corn contest that Ms. Rooney creates for Thanksgiving, but when he does something that changes the contest, will he find the courage to admit it? Part of the The Kids of the Polk Street School series.
Mystery

The Campfire Ghosts (1990)
When things start disappearing on a Thanksgiving camping trip, the others suspect that it could be ghosts until Ernie finds the real thief. Part of the Eagle-Eye Ernie series.
The Case of the Gobbling Squash (1988)
Max needs help from Kate when one of his rabbits goes missing around Thanksgiving. From A Magic Mystery series, about kids who like magic tricks. By Elizabeth Levy.
The Bob-Whites set out to catch a poacher in the woods near Honey’s home. Part of the Trixie Belden series.
Historical Fiction

Molly’s Pilgrim (1983)
An immigrant girl is teased by children in her American school for being different until a lesson about pilgrims helps the other students to see her in a new way.
Sarah and Katie (1972)
Sarah and her best friend, Katie, have been writing a play together that their class will perform for their Thanksgiving celebration. Originally, the understanding was that Katie would play the lead character, a wealthy and generous but frail girl. However, a new girl has joined the class, and Sarah is fascinated because she looks just the way that she had pictured the wealthy girl in the play.

The new girl turns out to be a good actress as well, and when Sarah decides that they should let her have the lead in the play, it affects her friendship with Katie. There is kind of a moral to the story because, while the new girl looks more the way Sarah pictured the character in the play, Sarah remembers that Katie was always the true model for the character because the character’s generosity, which is the heart of the play, is really Katie’s generosity and caring. Appearances aren’t everything. By Dori White.
The Thanksgiving Treasure (1974)
Inspired by hearing the story of the first Thanksgiving at school, eleven-year-old Addie tries to get into the spirit of the holiday by going good deeds for a cranky neighbor. At first, the bitter old man and Addie’s father both resist her efforts because of a business deal gone wrong between them, but Addie’s kindness eventually pays off and leads to an important discovery. Part of the Addie Mills Series.
Fantasy

Swamp Monsters Don’t Chase Wild Turkeys (2001)
The kids become suspicious of the scientist who is helping the class with an ecology project. Part of the The Adventures of the Bailey School Kids series.
Thanksgiving on Thursday (2002)
Jack and Annie travel back in time to the first Thanksgiving. Part of The Magic Tree House Series. By Mary Pope Osborne.
Picture Books

Arthur’s Thanksgiving (1983)
Arthur is put in charge of the Thanksgiving play at school, but what can he do when everyone wants the starring role and nobody wants to play the part of the turkey? Part of the Arthur Adventure series. By Marc Brown.
Clifford’s Thanksgiving Visit (1993)
Part of the Clifford series.
Maggie’s grandmother fiercely guards her secret recipe for cranberry bread, but she may be trying to protect it from the wrong person. Part of the Cranberry Books series.

Sharing the Bread (2015)
The story of an old-fashioned family preparing for Thanksgiving, told in rhyme. By Pat Zietlow Miller, illustrated by Jill McElmurry.
Non-Fiction

Colonial American Holidays and Entertainment (1993)
How people living in Colonial America would entertain themselves and celebrate holidays. By Karen Helene Lizon.
The Little Witch’s Thanksgiving Book (1976)
Thanksgiving recipes and activities. Part of the Little Witch Craft Books series. Available on Internet Archive.
A Pioneer Thanksgiving (1999)
A pioneer family in 1840s Canada celebrates Thanksgiving, explaining the history of the holiday and offering related activities for readers to try. By Barbara Greenwood, illustrated by Heather Collins.
Series
Kate Waters is the author of a series focusing on historical reenactors, showing them acting out the lives of real children who lived in Colonial America.

Books About Colonial America
These books aren’t about Thanksgiving itself, but they’re set in early Colonial America. I particularly focused on books set in the 17th century.
Picture Books

William’s House (2001)
William and his family have arrived in Colonial New England, and they need a new house. William wants a house like the one where he lived in England, but living in a new place calls for some changes. By Ginger Howard, illustrated by Larry Day.