As one sympathetic to the South the most, I would recognize the thanksgiving celebrated at Berkeley Plantation in Virginia as the first, though the observance of the harvest festival should depend on when the harvest actually takes place, rather than separated by Federal diktat from local culture and farms.
Some Catholics would look at French or Spanish (NYT 1) celebrations of thanksgiving as being historically the first "American" thanksgiving, but it seems to me that this is Latin Catholics trying to impose the history with which they identify on others, a form of neo-Yankee behavior or (Roman) Catholic triumphalism at its worst. For example, Taylor Marshall (via Tea at Trianon) or Pro Ecclesia or Joe Carter. There may even be some non-Catholic, multiculturalist neo-Yankees, subscribing to the notion of the proposition nation, who may accept this sort of thinking, identifying "America" with the territory rather than the people living in that territory. I do not know Mr. Marshall's own family history but this seems to me to be symptomatic of an immigrant Church that never really assimilated to the natives. There is no attempt to take the Gospel to a people with which they identify, and adapt to that people, rather than assuming some sort of distinct (even superior) identity from that of the Anglo-Celtic (Protestant) natives.
Giving Thanks for Thanksgiving by Joseph Pearce
Thanksgiving by Brian Miller
The Joys of Solitude: Thanksgiving! by Ralph Nader
When the world turns
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