Throughout history mankind has celebrated the bountiful harvest with thanksgiving ceremonies.

Before the establishment of formal religions many ancient farmers believed that their crops contained spirits which caused the crops to grow and die. Many believed that these spirits would be released when the crops were harvested and they had to be destroyed or they would take revenge on the farmers who harvested them. Some of the harvest festivals celebrated the defeat of these spirits.
Harvest festivals and thanksgiving celebrations were held by the ancient Greeks, the Romans, the Hebrews, the Chinese and the Egyptians.

The Greeks

The ancient Greeks worshipped many gods and goddesses. Their goddess of corn (actually all grains) was Demeter who was honored at the festival of Thesmosphoria held each autumn.
On the first day of the festival married women (possibility connecting childbearing and the raising of crops) would build leafy shelters and furnish them with couches made with plants. On the second day they fasted. On the third day a feast was held and offerings to the goddess Demeter were made - gifts of seed corn, cakes, fruit, and pigs. It was hoped that Demeter's gratitude would grant them a good harvest.

The Romans

The Romans also celebrated a harvest festival called Cerelia, which honored Ceres their goddess of corn (from which the word cereal comes). The festival was held each year on October 4th and offerings of the first fruits of the harvest and pigs were offered to Ceres. Their celebration included music, parades, games and sports and a thanksgiving feast.

The Chinese

The ancient Chinese celebrated their harvest festival, Chung Ch'ui, with the full moon that fell on the 15th day of the 8th month. This day was considered the birthday of the moon and special "moon cakes", round and yellow like the moon, would be baked. Each cake was stamped with the picture of a rabbit - as it was a rabbit, not a man, which the Chinese saw on the face of the moon.
The families ate a thanksgiving meal and feasted on roasted pig, harvested fruits and the "moon cakes". It was believed that during the 3 day festival flowers would fall from the moon and those who saw them would be rewarded with good fortune.
According to legend Chung Ch'ui also gave thanks for another special occasion. China had been conquered by enemy armies who took control of the Chinese homes and food. The Chinese found themselves homeless and with no food. Many staved. In order to free themselves they decided to attack the invaders.

The women baked special moon cakes which were distributed to every family. In each cake was a secret message which contained the time for the attack. When the time came the invaders were surprised and easily defeated. Every year moon cakes are eaten in memory of this victory.

The Hebrews

Jewish families also celebrate a harvest festival called Sukkoth. Taking place each autumn, Sukkoth has been celebrated for over 3000 years.
Sukkoth is know by 2 names - Hag ha Succot - the Feast of the Tabernacles and Hag ha Asif - the Feast of Ingathering. Sukkoth begins on the 15th day of the Hebrew month of Tishri, 5 days after Yom Kippur, the most solemn day of the Jewish year.
Sukkoth is named for the huts (succots) that Moses and the Israelites lived in as they wandered the desert for 40 years before they reached the Promised Land. These huts were made of branches and were easy to assemble, take apart, and carry as the Israelites wandered through the desert.
When celebrating Sukkoth, which lasts for 8 days, the Jewish people build small huts of branches which recall the tabernacles of their ancestors. These huts are constructed as temporary shelters, as the branches are not driven into the ground and the roof is covered with foliage which is spaced to let the light in. Inside the huts are hung fruits and vegetables, including apples, grapes, corn, and pomegranates. On the first 2 nights of Sukkoth the families eat their meals in the huts under the evening sky.

The Egyptians

The ancient Egyptians celebrated their harvest festival in honor of Min, their god of vegetation and fertility. The festival was held in the springtime, the Egyptian's harvest season.
The festival of Min featured a parade in which the Pharaoh took part. After the parade a great feast was held. Music, dancing, and sports were also part of the celebration.
When the Egyptian farmers harvested their corn, they wept and pretended to be grief-stricken. This was to deceive the spirit which they believed lived in the corn. They feared the spirit would become angry when the farmers cut down the corn where it lived.

The United States

In 1621, after a hard and devastating first year in the New World the Pilgrim's fall harvest was very successful and plentiful. There was corn, fruits, vegetables, along with fish which was packed in salt, and meat that was smoke cured over fires. They found they had enough food to put away for the winter.
The Pilgrims had beaten the odds. They built homes in the wilderness, they raised enough crops to keep them alive during the long coming winter, and they were at peace with their Indian neighbors. Their Governor, William Bradford, proclaimed a day of thanksgiving that was to be shared by all the colonists and the neighboring Native American Indians.
The custom of an annually celebrated thanksgiving, held after the harvest, continued through the years. During the American Revolution (late 1770's) a day of national thanksgiving was suggested by the Continental Congress.
In 1817 New York State adopted Thanksgiving Day as an annual custom. By the middle of the 19th century many other states also celebrated a Thanksgiving Day. In 1863 President Abraham Lincoln appointed a national day of thanksgiving. Since then each president has issued a Thanksgiving Day proclamation, usually designating the fourth Thursday of each November as the holiday.

Canada

Thanksgiving in Canada is celebrated on the second Monday in October. Observance of the day began in 1879.