I slept most of Thanksgiving (came down with the flu that day, didn't know I was sick until later that evening). Sleeping to avoid feeling the migrane. No Turkey (as planned) no celebration, just me in a bed, and dreaming of dragons, griffins, and Warcraft.
In-game, on Turkeyday, I roasted some turkeys, erm Rogues on a fire, outside Ogrimmar. Wasn't my idea originally, but took full advantage of my multiboxing.