I celebrate Thanksgiving... I will travel to LA this year to visit my father who is sick...
But here is a more in-depth study of Rav Moshe Feinsteins position:
http://www.tfdixie.com/special/thanksg.htm#A04
A. The Approach of Rabbi Feinstein
Rabbi Moshe Feinstein has four published responsa on the issues related to celebrating Thanksgiving, all of which conclude that Thanksgiving is not a religious holiday, but a secular one. The first responsum, written in 1953/5723, discusses the deliberate scheduling of weddings and the like on religious holidays of other faiths. Rabbi Feinstein states:
* On the question of celebrating any event on a holiday of Gentiles, if the holiday is based on religious beliefs [by the Gentiles], such celebrations are prohibited if deliberately scheduled on that day; even without intent, it is prohibited because of marit ayin (24) . . . The first day of year for them [January 1](25) and Thanksgiving is not prohibited according to law, but pious people [balai nephesh] should be strict. (26)
Rabbi Feinstein reinforces his understanding that Thanksgiving is not a religious holiday in a responsum published in 1980/5741. He states:
* On the issue of joining with those who think that Thanksgiving is like a holiday to eat a meal: since it is clear that according to their religious law books this day is not mentioned as a religious holiday and that one is not obligated in a meal [according to Gentile religious law] and since this is a day of remembrance to citizens of this country, when they came to reside here either now or earlier, halacha sees no prohibition in celebrating with a meal or with the eating of turkey. One sees similar to this in Kiddushin 66 that Yanai the king made a party after the conquest of kochlet in the desert and they ate vegetables as a remembrance.
* Nonetheless it is prohibited to establish this as an obligation and religious commandment [mitzvah], and it remains a voluntary celebration now; in this manner -- without the establishment of obligation or religious commandment -- one can celebrate the next year too with a meal. But, I think, nonetheless it is prohibited to establish a fixed day in the year for the celebration and it is only in the first year of the event, like when Yanai conquered, and then they had a party, and not for permanence. There is also a problem of adding commandments . . . (27) Even though one can question the source, it is still a real prohibition. (28)
Thus, Rabbi Feinstein appears to rule that Thanksgiving is not a religious holiday, and there is no problem of "Gentile holidays" while observing it. Nonetheless he prohibits its ongoing celebration as an obligation on a particular day because he feels that it is a prohibited addition to the Jewish calendar or creates a problem of adding commandments. While Rabbi Feinstein's objections to adding observances will be discussed later on, it is clear that he sees no problem in Thanksgiving's celebration as a Gentile holiday, and he appears to see no problem with eating a turkey meal on that day as a matter of choice, and not obligation. (29)
As proof to the fact that Rabbi Feinstein rules eating turkey permissible, one sees that elsewhere in the same teshuva Rabbi Feinstein states:
* Thus, it is obvious in my opinion, that even in a case where something would be considered a prohibited Gentile custom, if many people do it for reasons unrelated to their religion or law, but rather because it is pleasurable to them, there is no prohibition of imitating Gentile custom. So too, it is obvious that if Gentiles were to make a religious law to eat a particular item that is good to eat, halacha would not prohibit eating that item. So too, any item of pleasure in the world cannot be prohibited merely because Gentiles do so out of religious observance. (30)
Rabbi Feinstein then applies this principle to going bare-headed, and rules that even if some Gentiles do so out of religious fervor, since many people do so out of concerns for comfort, this is not considered a religious custom.
Rabbi Feinstein, in a recently published teshuva also written in 1980/5741, seems to state that in fact there is a prohibition to celebrate Thanksgiving, even though he acknowledges that Thanksgiving has no religious content. In this teshuva he views such celebratory activity on Thanksgiving as irrational, and thus prohibited as a form of imitating secular society. However, a close examination of that letter reveals that the only time Rabbi Feinstein would consider that conduct prohibited is if it was done with celebratory rituals associated with actually celebrating Thanksgiving, (perhaps reciting a text or singing a song), and not merely eating a meal. (31) Indeed, Rabbi Feinstein, in his fourth teshuva on this topic, clearly recognizes that even this is a stricture, as it is predicated on the approach which argues that secular rituals that have no religious origins are prohibited by the prohibition of imitating Gentiles (see the Introduction to this Part), which he states is not the normative halacha, but a mere stricture. In this teshuva, he states that the responsa block quoted above is to be considered the normative one. (32)
Rabbi Ephraim Greenblatt also permits the celebration of Thanksgiving by the eating of turkey. (33) He states that he has a responsum set to be published (34) that rules that it is permissible to eat turkey on Thanksgiving, because Thanksgiving is "only a day of thanks, and not, heaven forbid, for idol celebration." Rabbi Greenblatt adds that he posed this question more than thirty years ago to Rabbi Eliezer Silver and that Rabbi Silver also ruled that it was permissible to eat turkey on Thanksgiving. (35)
That site also has the opinions of several of Rebbeim... Very insightful stuff...
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