Thanksgiving is a subtheme of Seasonal that consists of 8 sets that ran from 2003 to 2017. As of today, the average annual growth of sets in Seasonal Thanksgiving is approximately 4.3% per year.
Most valuable Seasonal Thanksgiving set
40091 Thanksgiving Turkey $25.00
Highest growth Seasonal Thanksgiving set
10090 Turkey +406.30%
Largest Seasonal Thanksgiving set
40204 Pilgrim's Feast 163 pieces
Most owned Seasonal Thanksgiving set
40261 Thanksgiving Harvest
Thanksgiving holds LEGO's small seasonal sets for the American holiday. The turkey is the line's signature build and kept coming back, from 10090 Turkey in 2003 to the Thanksgiving Turkey sets of 2010 and 2014, each a brick-built bird with no minifigures.

Later sets added people to the table. The two Thanksgiving Feast sets of 2013 and 2015 put minifigures at a holiday dinner, and 40204 Pilgrim's Feast of 2016 went back to the first harvest meal, before 40261 Thanksgiving Harvest followed in 2017.
8 sets

40261 Thanksgiving Harvest

Theme / Subtheme Seasonal / Thanksgiving
Year 2017
Pieces / Minifigs 133 / 2
Availability Retired
40261 LEGO Thanksgiving Harvest
Retail $9.99
Value $16.74
Growth  +67.6%
Annual growth 4.5%

40204 Pilgrim's Feast

Theme / Subtheme Seasonal / Thanksgiving
Year 2016
Pieces 163
Availability Retired
40204 LEGO Thanksgiving Pilgrim's Feast
Retail $9.99
Value $15.66
Growth  +56.8%
Annual growth 4.7%

40123 Thanksgiving Feast

Theme / Subtheme Seasonal / Thanksgiving
Year 2015
Pieces / Minifigs 158 / 2
Availability Retired
40123 LEGO Thanksgiving Feast
Retail $9.99
Value $24.89
Growth  +149.1%
Annual growth 4.0%

40091 Thanksgiving Turkey

Theme / Subtheme Seasonal / Thanksgiving
Year 2014
Pieces 125
Availability Retired
40091 LEGO Thanksgiving Turkey
Retail $9.99
Value $25.00
Growth  +150.3%
Annual growth 4.3%

40056 Thanksgiving Feast

Theme / Subtheme Seasonal / Thanksgiving
Year 2013
Pieces / Minifigs 46 / 2
Availability Retired
40056 LEGO Thanksgiving Feast
Retail $7.99
Value $23.07
Growth  +188.7%
Annual growth 7.6%

40033 Turkey

Theme / Subtheme Seasonal / Thanksgiving
Year 2012
Pieces 52
Availability Retired
40033 LEGO Thanksgiving Turkey
Retail $4.99
Value $14.19
Growth  +184.4%
Annual growth 3.8%

40011 Thanksgiving Turkey

Theme / Subtheme Seasonal / Thanksgiving
Year 2010
Pieces 52
Availability Retired
40011 LEGO Thanksgiving Turkey
Retail $4.99
Value $15.62
Growth  +213.0%
Annual growth 4.3%

10090 Turkey

Theme / Subtheme Seasonal / Thanksgiving
Year 2003
Pieces 54
Availability Retired
10090 LEGO Thanksgiving Turkey
Retail $3.49
Value $17.67
Growth  +406.3%
Annual growth 6.0%