There isn't much in terms of Thanksgiving themed horror and I know, cause I looked. One of the more well known (well, I guess) Thanksgiving horror films is 1972's Blood Freak, a "fowl" movie that I have never seen, but one I'm sure I would absolutely love. Dude is a total bawk-bawk-chicken-chicken-bawk-bawk-chicken head.
One I had never heard of, but sounds like it would scare the "stuffing" out of me, is 1981's Thanksgiving set Slasher, Home Sweet Home. It's about a homicidal maniac that shows how thankful he is by "carving" a family during their Thanksgiving festivities. I couldn't find a trailer, but this clip and Body by fucking Jake says it all...
I also discovered the 2006 low-budget film, ThanXgiving: Dead Harvest. Movie looks pretty weak and the only thing going for it is Ari Lehman is one of the stars. He is the same jive ass turkey that played Jason Voorhees for 17 seconds and somehow has been able to make a career out of it.
Probably the best known out of all these movies is the one that isn't even a movie, but a faux trailer. Of course, I'm talking about Eli Roth's brilliant entry in the 2007 film Grindhouse, Thanksgiving. It's crazy how one trailer can get it so right, it looks like it was hand "plucked" out of the 80's Slasher/holiday craze. Make this movie, please!
Last, but certainly not least, we have 2009's ThanksKilling! An incredibly low-budget film that is a welcome addition to the very small Thanksgiving horror fold. I had recently heard of ThanksKilling and only a few days later, learned that it was available on NetFlix instant watch. It's barely over an hour, super cheap, but incredibly funny in a very on purpose way. Well worth your time this Thanksgiving...horror fans will be "gobbling" this one up!
Not a lot, but there is some Thanksgiving horror fun to be had. Now if only these films would air on cable...now that would be gravy.