From 1939 to 1941 it was celebrated on the second to last Thursday in November
[DOC] [TLE] Remembering Franksgiving: When Democrats and Republicans ... [PAR] Nov 21, 2012 ... Thanksgiving 1939, though, was going to be as late as it could be, falling on ... 
1939, the second-to-last Thursday in November - November 23 - would be 
Thanksgiving.