Thanksgiving was a holiday. Then it wasn't. Then it was. Blah, Blah, Blah-biddy-blah, President Lincoln said, OK, fine, we'll celebrate Thanksgiving the last Thurdsday of November, and that was that.
Then President Roosevelt, trying to improve the economy with a longer Christmas shopping season, backed it up to the second to last Thursday in November. Now half the country is screaming, "How can you change a holiday? This isn't right!" And the other half of the country is going, "Huh? When is Thanksgiving?", so they changed it back to where it had been, which only added to the confusion.
So, Congress finally passed a law saying, "Here's when we're celebrating Thanksgiving -- no takebacks." They actually set it up so that the date can't be changed. It is the fourth Thursday in November.
So, 2 out of 7 years (I think it's 2 out of 7) we get an extra week to our Christmas shopping season. The economists talk about this every year, especially the years with the extra week.
How they do it in Canada I don't know because the economist guys never talk about that.
US Thanksgiving doesn't celebrate the founding of the country -- that's July 4. On Thanksgiving we're supposed to be praying to God, giving Thanks.