From 1939 to 1941 it was celebrated on the second to last Thursday in November
[DOC] [TLE] Congress Establishes Thanksgiving | National Archives [PAR] In 1939, however, the last Thursday in November fell on the last day of the ... part 
of the nation celebrated it on the second to last Thursday in November, ... On 
October 6, 1941, the House passed a joint resolution declaring the last Thursday 
in... [DOC] [TLE] How Did Thanksgiving End Up On The Fourth Thursday?