History of Thanksgiving in Canada:
Wikapedia states that in Canada the origins of the first Thanksgiving celebration goes back to an explorer named Martin Frobisher, who had been trying to find a northern passage to the Pacific Ocean. Frobisher's Thanksgiving celebration was not for harvest, but for homecoming. He had safely returned from an unsuccessful search for the Northwest Passage, avoiding the later fate of Henry Hudson and Sir John Franklin. In the year 1578, Frobisher held a formal ceremony in Newfoundland to give thanks for surviving the long journey. Years later, the tradition of a feast would continue as more settlers began to arrive to the Canadian colonies.
The origins of Canadian Thanksgiving can also be traced to the French settlers who came to New France with explorer Samuel de Champlain in the early 17th century, who also took to celebrating their successful harvests. The French settlers in the area typically had feasts at the end of the harvest season and continued throughout the winter season, even sharing their food with the indigenous peoples of the area. Champlain had also proposed for the creation of the Order of Good Cheer in 1606.
As many more settlers arrived in Canada, more celebrations of good harvest became common. New immigrants into the country, such as the Irish, Scottish and Germans, would also add their own traditions to the harvest celebrations. Most of the U.S. aspects of Thanksgiving (such as the turkey) were incorporated when United Empire Loyalists began to flee from the United States during the American Revolution and settled in Canada. 
