The first Thanksgiving was a three day feast in the fall of 1621 attended by the 56 surviving Pilgrims and 91 of their Indian friends who helped them through that first year in the New World. See The Thanksgiving Story (Part 1).
On June 20, 1676, the governing council of Charlestown, Massachusetts, held a meeting to determine how best to express thanks for the good fortune that had seen their community securely established. By unanimous vote they instructed Edward Rawson, the clerk, to proclaim June 29 as a day of thanksgiving. It is notable that this thanksgiving celebration was meant partly to be in recognition of the colonists' recent victory over the "heathen natives".
October of 1777 marked the first time that all 13 colonies joined in a thanksgiving celebration. It also commemorated the patriotic victory over the British at Saratoga. But it was a one-time affair.
George Washington proclaimed a national Day of Thanksgiving in 1789, although some were opposed to it. There was discord among the colonies, many feeling the hardships of a few pilgrims did not warrant a national holiday. And, later, President Thomas Jefferson scoffed at the idea of having a day of thanksgiving.
It was Sarah Josepha Hale, a magazine editor, whose efforts eventually led to what we today recognize as Thanksgiving. Hale wrote many editorials championing her cause in her Boston Ladies' magazine, and later in Godey's Lady's Book. Finally, after a 40-year campaign of writing editorials and letters to governors and presidents, Hale's obsession became a reality when in 1863, President Lincoln proclaimed the last Thursday in November as a national day of Thanksgiving.
Thanksgiving was proclaimed by every president after Lincoln. The date was changed a couple of times, most recently by Franklin Roosevelt, who set it up one week to the next-to-last Thursday in order to create a longer Christmas shopping season. Public uproar against this decision caused the president to move Thanksgiving back to its original date two years later. And in 1941, Thanksgiving was finally sanctioned by Congress as a legal holiday, as the fourth Thursday in November.