Thanksgiving Day is a holiday celebrated primarily in the United States and Canada.  Thanksgiving is celebrated each year on the second Monday of October in Canada and on the fourth Thursday of November in the United States.
         In Canada, Thanksgiving falls on the same day as Columbus Day in the United States. Because of the longstanding traditions of the holiday, the celebration often extends to the weekend that falls closest to the day it is celebrated.
        At the White House today, President Obama gave one lucky turkey a second chance at life, saving it from ending up as Thanksgiving dinner. Obama issued a presidential pardon to Courage, a 20-week-old, 45-pound turkey from Princeton, N.C .
        It has become tradition that every year around Thanksgiving, the President of the United States issues a pardon to a turkey. While no one seems to be sure as to the history or reasoning for pardoning the Thanksgiving turkey, the custom has many roots in various aspects of American history.
        The Harry Truman Presidential Library says that the earliest claim of presidents pardoning turkeys was mentioned by George W. Bush in 2001. According to Bush's statement, the origins of the president pardoning a turkey date back to Abraham Lincoln, who pardoned his son Tad's pet turkey while Lincoln was president.
          The most popular belief is that the first presidential pardon of a turkey was in 1947 by President Harry S. Truman. However, the Harry Truman Presidential Library debunks that myth due to the lack of papers or other documents saying that Truman actually pardoned a turkey.
Source: Answers.com