On this date in history in 1789, George Washington became the first president (after the Constitution) to proclaim a day of thanksgiving (but only for that year), writing:
Now therefore I do recommend and assign Thursday the 26th. day of November next to be devoted by the People of these States to the service of that great and glorious Being, who is the beneficent Author of all the good that was, that is, or that will be. That we may then all unite in rendering unto him our sincere and humble thanks, for his kind care and protection of the People of this country previous to their becoming a Nation, for the signal and manifold mercies, and the favorable interpositions of his providence, which we experienced in the course and conclusion of the late war, for the great degree of tranquillity, union, and plenty, which we have since enjoyed, for the peaceable and rational manner in which we have been enabled to establish constitutions of government for our safety and happiness, and particularly the national…”
[He appears to have gotten distracted after that last bit.]
On the same day in 1863, Lincoln also made a thanksgiving recommendation, writing:
I … invite my fellow citizens in every part of the United States, and also those who are at sea and those who are sojourning in foreign lands, to set apart and observe the last Thursday of November next, as a day of Thanksgiving and Praise to our beneficent Father who dwelleth in the Heavens.”
After this proclamation, Thanksgiving was regularly commemorated each year on the last Thursday of November, pursuant to regular presidential proclamations.
In 1939, the last Thursday of November fell on the last day of the month. As the National Archives website recounts:
Concerned that the shortened Christmas shopping season might dampen the economic recovery, President Franklin D. Roosevelt issued a Presidential Proclamation moving Thanksgiving to the second to last Thursday of November. As a result of the proclamation, 32 states issued similar proclamations while 16 states refused to accept the change and proclaimed Thanksgiving to be the last Thursday in November. For two years two days were celebrated as Thanksgiving – the President and part of the nation celebrated it on the second to last Thursday in November, while the rest of the country celebrated it the following week.”
To end the confusion, on October 6, 1941, the House passed a resolution declaring the last Thursday in November to be the legal Thanksgiving Day. The Senate, however, amended the resolution establishing the holiday as the fourth Thursday, which would take into account those years when November has five Thursdays. The House agreed to the amendment, and President Roosevelt signed the resolution on December 26, 1941, thus establishing the fourth Thursday in November as the Federal Thanksgiving Day holiday.