Thanksgiving (or Thanksgiving Day) was a holiday celebrated on Earth, originating with harvest traditions, most often identified with the colony era on the North American continent. The holiday endured into the 23rd and 24th centuries.
Macy's Thanksgiving Day Parade takes place on Thanksgiving in New York City. (DS9 novelization: Far Beyond the Stars)
Thanksgiving was similar to Prixin on Talax or Love Day on Ocampa. (ST reference: Star Trek Cookbook)
In 2266, Earth was celebrating Thanksgiving and the crew of the USS Enterprise prepared to do the same. James T. Kirk was irritated there was no turkey aboard to serve. (TOS episode: "Charlie X")
In 2372, Benjamin Sisko cooked Thanksgiving dinner for the senior staff of Deep Space 9. Sisko used real vegetables he grew himself, rather than using a replicator to obtain them for the meal. (DS9 episode: "Blaze of Glory")
Sisko's disappearance on Bajor in 2375 took place on Thanksgiving. (DS9 - Mission Gamma novel: Cathedral)