These first two are my favorite Thanksgiving books from my own childhood that I love to share with the kids each year:
Cranberry Thanksgiving by Harry Devlin
Gobble, Gobble, Gobble by Mary Jackson Ellis
The story of Tom, a sad little turkey who gets pushed out of the way at meal time by all the other turkeys on the farm and then they make fun of him for being so little. So the little girl and boy who live at the farm take care of him until he is big and beautiful. Then, when the dad goes out to chose a Thanksgiving turkey for the family to eat, Tom, saves the other turkeys and the dad gets their turkey from the grocery store.
This is one I never read as a kid, but my kids love it.
The Night Before Thanksgiving by Dav Pilkey**
And I love all the holiday books (and truck books) by Gail Gibbons.
Thanksgiving is... by Gail Gibbons
*I can't find a picture for this book online, and my computer that can interact with my printer is not working.
**You can see from the comments that Jed is anti-Twas the Night Before Thanksgiving. He told me he read the reviews on amazon.com and people either loved it or hated it. The people who hated it said it was teaching kids to be eco-terrorists. I just thought it made for cute pictures when all the kids hid turkeys under their coats and took them home.