We had liturgy tonight in anticipation of Thanksgiving Day tomorrow.  Receiving communion is our greatest experience of Thanksgiving, and besides the act itself there are several prayers throughout the service on this topic.  Here is one that we say right after putting the gifts back at the prothesis from the altar:

We thank You, loving Master, benefactor of our souls, that on this day You have made us worthy once again of Your heavenly and immortal Mysteries. Direct our ways in the right path, establish us firmly in Your fear, guard our lives, and make our endeavors safe, through the prayers and supplications of the glorious Theotokos and ever virgin Mary and of all Your saints.

There are several ways to look at holding liturgy to celebrate the American holiday of Thanksgiving.  I feel very strongly that we should take time to come and participate in the liturgy in anticipation of the day – it is a great melding of Orthodox and American traditions.  By the same token, the (at least) weekly celebration of liturgy at most parishes gives us an opportunity to be thankful on a regular basis, not just on the holiday.