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Although you can find various stories about the original Thanksgiving, this harvest celebration of pilgrims and Native Americans took place in the autumn of 1621. The first Thanksgiving was a three-day feast in celebration of a good harvest, and the local natives participated. Although there were earlier feasts by settlers in Saint Augustine, Florida and the Virginia Colony, it is this event that is the one that is celebrated.
The Pilgrims arrived at Plymouth Rock on December 11, 1620. Their first winter was devastating. 46 pilgrims who came by the Mayflower didn't make it through the winter. Native Americans took pity on the travelers and taught them survivalist skills in the new world. This included planting and harvesting corn, the staple of the area. The remaining 56 colonists decided to celebrate their first good harvest with a feast and invited Squanto and the leader of the Wampanoags, Chief Massasoit along with 90 natives who had helped them survive their first year. They also discussed a treaty among themselves at that time. The feast was more of a traditional English harvest festival than a true "thanksgiving" observance and lasted three days. A few years later, Governor William Bradford called for another Thanksgiving feast and once again invited the natives.
Another reason the Pilgrims starved their first winter is that they brought with them the tradition of "farming in common." This meant that everything they farmed was put into a community pool and the food was distributed among the people according to need. This failed miserably because people didn't work hard without any incentive. They were unable to experience the fruits of their own labor. Upon seeing the failure of the community pool, William Bradford (right) then said, "they should set corne every man for his owne particular, and in that regard trust to themselves."
The following harvest was entirely a different one. Said Bradford, "This had very good success; for it made all hands very industrious, so as much more corne was planted than other ways would have been by any means the Gov'r or any other could use, and saved him a great deal of trouble, and gave far better content." [1 Page 104] Because people would benefit directly from their labor, they planted plenty of food and labored hard. The first attempt at Communism in America became a failure. Capitalism had begun.
These Pilgrims were mostly "Separatists," who had left Europe to seek a land of liberty, where men could be free to worship God according to the dictates of their own conscience – not according to the demands of a State church or an oppressive government. They made their intentions and motivations clear when they signed America's first covenant, a document called The Mayflower Compact: "We whose names are under-written... Having undertaken, for the Glory of God and advancement of the Christian faith..." 
George Washington proclaimed a National Day of Thanksgiving in 1789, although some were opposed to it. The event was made a holiday in 1863 when President Abraham Lincoln became the first president to proclaim the final Thursday of November Thanksgiving Day and a national holiday. In December 26, 1941, the date was changed to the fourth Thursday in November. President Franklin D. Roosevelt agreed to sign the bill into law with Congress, making Thanksgiving a national holiday on the fourth (not final) Thursday in November.
The first Thanksgiving more than likely had venison, ducks, and geese along with fish, clams, lobster and corn. They more than likely didn't have any rolls without flour as well as no pumpkin pie, cranberries (They weren't native to the area), or potatoes (Europeans were suspicious of potatoes). 
It was reported that oysters were a favorite side with Lincoln on that first official Thanksgiving. The Chesapeake oyster industry, which once produced the vast majority of the nation's oysters, became so badly decimated by disease, pollution and reef destruction that by the 1950's, oysters were no longer standard fare. In 1947, the National Turkey Federation presented President Harry Truman with a live turkey and two dressed ones on the White House lawn. Although some may have been eating turkey on Thanksgiving by then, this cemented turkey as the traditional Thanksgiving meat. The way turkeys are raised today, they are much more broad-breasted than earlier turkeys.
Sir Martin Frobisher was one of the first English explorers to sail the northeast North American coast. Frobisher took three trips in the middle 1500's to try to find a northern passage to the Pacific Ocean. All three of his trips ended in northeastern Canada. His final trip was perilous and he was grateful for his survival. In 1578 Frobisher held a formal ceremony in Frobisher Bay in Baffin Island in present Day Nunavut to give thanks to God and in a service ministered by the preacher Robert Wolfall they celebrated Communion, the first ever service in these regions.  Years later, the tradition of a feast would continue as more settlers began to arrive to the Canadian colonies.
Later French settlers celebrated their harvests and the Frobisher tradition fit well with the feasts. These feasts continued into the winter season, however. As in the U.S., the French shared their food with the natives of the area. Explorer Samuel de Champlain proposed for the creation of the Order of Good Cheer in 1606. This celebration included not only food, but also entertainment. The first celebration began November 14, 1606 and included a theatrical performance called "Le Theatre de Neptune en la Nouvell-France."
New immigrants into Canada, such as the Irish, Scottish and Germans, would also add their own traditions to the harvest celebrations. During the American Revolution, loyalists to the British Crown fled the U.S. and brought with them many of the same Thanksgiving traditions as the U.S.
On Thursday, January 31, 1957, the Canadian Parliament proclaimed the second Monday in October as the official day of Thanksgiving. The reason for the earlier date is that the harvest begins sooner than in the U.S. due to the colder climate. On this day many churches are decorated with cornucopias, pumpkins, corn, wheat sheaves, and other harvest bounty.
Perhaps no one has captured the spirit of Thanksgiving no better than Norman Rockwell. In addition to the Saturday Evening Post covers he painted on the subject (Top and Above), he painted "Freedom From Want" and it appeared on the pages of The Saturday Evening Post on March 6, 1943. It was part of The Four Freedoms series: Freedom to Worship, Freedom from Fear, Freedom from Want and Freedom of Speech. This painting has produced many parodies since its creation. See below (Click on the image for full size).
Freedom From Want by Norman Rockwell
Thanksgiving, John Currin, Ink and Gouache on Paper- This one is odd and funny to some.
Thanksgiving Mother and Son Peeling Potatoes: Art print by Norman Rockwell
Thanksgiving Day Blues by Norman Rockwell.
Thanksgiving Dining Room Barker Brothers- This shows what a typical Thanksgiving scene was like in 1920 in a mansion.
Thanksgiving by Jim Holland- This is a great piece for students to get a discussion going as to why it is called Thanksgiving. How can a plain house on a beach remind us of Thanksgiving?
Cornucopia Farm Harvest wall panels - This looks like it would be beautiful hanging on the wall of an art room during the Fall.
"The First Thanksgiving" (1915), by Jean Louis Gerome Ferris (American painter, 1863-1930).
The following lesson ideas were submitted by art teachers on our sister site, the Art Education List Group.
From Kathie Abrams
I like to use the approach of Thanksgiving as a chance for the first graders to mix different browns. In the first class session, we each draw a large (12" x 18" or 45.7 x 61 cm) turkey on watercolor paper. We analyze shapes and "talk turkey" -- gobble, snood, poults, hens, toms, wild, domestic. I have a slide show to go with it. In the second and third session we use our pan tempera paints to mix and consider different kinds of browns -- warm, cool, light, dark, reddish, bluish, greyish. Most students still like to make the feathers bright colors.
"Some years ago, I drew a large, tightly wound spiral on bulletin board paper. Then asked all my students to write or draw something they’re thankful for, along the line. We started at the center and worked our way out. It was a wonderful way to show how Thankfulness spirals through our whole school."
The First Thanksgiving at Plymouth (oil on canvas, 1914), by Jennie Augusta Brownscombe (1850–1936)
From Alan Haskvitz
Why not disguise a turkey? You can dress it up as a doctor, astronaut, cheerleader or clown. He has handouts [Archive] he gives his students online.
"One year my class created a Holiday set of ceramics; Create a ceramic Thanksgiving turkey platter."
"We make Blessing Boxes. Take small boxes and they decorate it with cut paper and markers to look like a turkey. I write "My Blessing Box" (or you could call it a thankful box) on it with a sharpie. The classroom teachers ask the children what they are thankful for, write it on a small piece of paper and put it in the box with the child's name on it before they send them home."
I have done many different things including a "Menu" of thanks with recipes for thanks - I've done cardboard "reliefs" using a sheet of cardboard with cut- out shapes glued on top (see image at right) and painted.
"Remember when your art teacher made you draw cornucopias? Mine always did, and I have never in my life seen a real life cornucopia."
"Hand turkeys! You could also have theme shapes for them to collage. Simple weaving construction paper place mats." (Note from Ken: Don't just have students trace their hand and then fill it in. Make it more creative by creating patterns or repeating forms.)
"The size 8" x 12" height seems ideal to make personalized ladle holders for the kitchen counter top. You could paint the outside with interesting patterns in ceramic paints (which need to be baked in my country after painting for 20 mins). Wait for some special day like Thanksgiving to hold a sale of these painted "ladle holder pots"... I am sure the mothers would love to buy them especially if they are painted by the students. They could also be used to hold oil painting brushes in your school. I would seal one side and use the other end to keep coin change... most homes need one container to keep the extra coin change."
"I used to make books for different occasions. Thanksgiving: like thankful journals, illustrated, of course Origami star books made of cover stock which could be clipped open with a paper clip to hang from a tree like an ornament (some liked to call it a wishing star book because they listed their wishes for gifts) I often did them annually and some parents liked keeping them as a record of their child's "growth."
"You can usually purchase inexpensive corn husks at your local grocery store, and will need to soak them in water previous to this lesson plan. Illustrated instructions are included to make this Thanksgiving corn husk doll."
Here is a complete middle school art lesson called Thanks Paintings.
"About those 'feather' head dresses', so popular for Thanksgiving... Feathers have to be earned by natives to wear and why not use the real ones and include the 'earning' part in a lesson? They also have to be fastened well and should not fall out..."
"Have you seen the funny book on food art? Joost Elffers wrote a book called "Play with your Food." It has the most hilarious images using real food. The Japanese also have beautiful creations used as embellishments to their dinner tables all made with food. The chefs aboard a cruise ship I took a few years back also did fabulous creations with food, ice sculptures, bread. And the Mexican peoples make some lovely skulls from sugar and bread for Dia de los Muertos (Day of the Dead) coming up at the end of October, beginning of November. Your local restaurant chefs may be willing to share their table embellishments or (pictures thereof) that they make for Thanksgiving and Christmas. A real cute turkey can be made with orange, toothpicks, cranberries and cloves for instance."
From Kathie A.
"Those kindergarten Native American headdresses are still great. You can do any lesson upon the headbands and then staple: something about lines, colors, patterns, geometric or organic shapes, leaves, harvest, symbols inspired by Native pictographs, what your name would be if you were Native American (or what it is, if you are!), etc. Feathers can be cut out and colored or patterned too, or can be personalized with symbols about the child. There are excellent examples around showing First Nation work. There are also Shirley Glubok's series on different regional Indian styles and George Catlin's portraits of Native chiefs."
"This time of year always seems like a good time to highlight the art and culture of Native Americans. Buffalo hide stories told in drawings or pictographs, parfleches (folded leather envelopes used by natives to carry stuff: 18th c. messenger bag), weavings. I think the buffalo hide and parfleche lessons came from Brown Bag Ideas From Many Cultures by Irene Tejada."
"Thanksgiving discovery #1, 2010: Last year the K-1s had just finished their beginning paint units in mid-November. They had mixed primaries to make secondaries, used white for tints, and had been asking, "What about brown?" My students always seem to love color mixing for golds, army green, and other "muddy" colors. We've painted "wizard potions," where we fill up weird, jar-shaped outlines with the results of our experiments and give them funny names. But last year I did a follow-along drawing in black crayon of a turkey (classic full frontal position) on 12 x 18 (30.5 x 46 cm) paper. The students enjoyed painting the turkey with various brown mixes and brown tints. Most used rainbows on the tail-feathers. Don't forget to check out Tricia Fuglestad's "Karaoke Can't Mix for Primaries," which includes the emphatic "muddy is a color too!"
"Thanksgiving discovery #2, 2011: To my surprise, this year I've found that my students are strangely attracted to a cheap wicker basket cornucopia filled with small pumpkins and gourds. The big new thing I've learned about my teaching this fall is that my students really enjoy just drawing and painting these still life objects, whether as a setup or by taking parts to their table to draw."
'Twas the night of Thanksgiving,
but I just couldn't sleep.
I tried counting backwards;
tried counting sheep.
The leftovers beckoned the dark meat and white,
But I fought the temptation with all of my might.
Tossing and turning with anticipation,
The thought of a snack became infatuation.
So, I raced to the kitchen, flung open the door
And gazed at the fridge, full of goodies galore.
I gobbled up turkey and buttered potatoes,
Pickles and carrots, beans and tomatoes.
I felt myself swelling so plump and so round,
Till all of a sudden I rose off the ground.
I crashed through the ceiling, floating into the sky,
With a mouthful of pudding and a handful of pie.
But, I managed to yell as I soared past the trees
Happy eating to all, pass the cranberries, please!
May your stuffing be tasty; may your turkey be plump.
May your potatoes 'n gravy have nary a lump.
May your yams be delicious; may your pies take the prize,
May your Thanksgiving dinner stay off of your thighs.
An interesting take (archive) on Thanksgiving by the Tacoma School District in Washington
The First Thanksgiving Field Trip by Scholastic. This is a must-see site!
Teacherstuff Holiday Page - "This site was designed with the teacher in mind. It has many resources on the net that can be helpful from the beginning teacher to the most experienced teacher.
Internet4Classrooms Thanksgiving page
A to Z Teacher Stuff's Thanksgiving page
TeacherVision Thanksgiving page - Has many resources