I'm not going to rehash the arguments in favor of celebrating Thanksgiving. My distinguished friend, and colleague, Rabbi Michael Broyde, has done a yeoman's job on that count (here). I would like to add one footnote to the position associated with Rav Soloveitchik.
Rabbi Broyde writes:
Rabbi Joseph B. Soloveitchik also agreed that Thanksgiving was not a Gentile holiday, and ruled that it was permissible to eat turkey on Thanksgiving. Rabbi Hershel Schachter, in his intellectual biography of Rabbi Soloveitchik, Nefesh HaRav, writes:
"It was the opinion of Rabbi Soloveitchik that it was permissible to eat turkey at the end of November, on the day of Thanksgiving. We understood that, in his opinion, there was no question that turkey did not lack a tradition of kashrut and that eating it on Thanksgiving was not a problem of imitating gentile customs. We also heard that this was the opinion of his father, Rabbi Moshe Soloveitchik."
Others have also recounted that Rabbi Soloveitchik ruled this way, and that he found it difficult to comprehend how one could consider Thanksgiving a Gentile holiday or that it was prohibited to celebrate it. Indeed, there were instances when Rabbi Soloveitchik implied to his students that he and his family celebrated Thanksgiving, although shiur [class] was always held on Thanksgiving.
There is no need to imply that the Soloveitchik family celebrated Thanksgiving together. In Boston, this was a well known fact. Indeed, anyone who was in the Rav's class knew that shiur on Thanksgiving morning was moved up to 9AM in order to allow him to return to Boston in time for dinner at one of his sisters' homes.
[On a personal note, we're having Thanksgiving Dinner tonite (Shabbat). You see, in Israel we work on the last Thursday of November. Plenty to be thankful for, however.]