Kathe with an E wrote a good description of a Canadian Thanksgiving.
A direct quote from her post:
"Unlike the American tradition of remembering Pilgrims and settling in the New World, Canadians give thanks for a successful harvest. The harvest season falls earlier in Canada compared to the United States due to the fact that Canada is further north.
The day is similar to the American holiday in that it is spent with family, watching parades and football and eating turkey and pumpkin pie."