The Thanksgiving holiday’s history in North America is rooted in
English traditions dating from the Protestant Reformation. It also
has aspects of a harvest festival, even though the harvest in
New England occurs well before the late-November date on
which the modern Thanksgiving holiday is celebrated.       

    
An annual thanksgiving holiday tradition in North American
colonies is documented for the first time in 1619, in what is
now called the Commonwealth of Virginia.  
(From Wikipedia, the free encyclopedia)
    
   

Jennie Augusta Brownscombe‘s The First Thanksgiving at Plymouth.