Thanksgiving used to be celebrated on the final Thursday in November until 1939, when President Roosevelt decided to move it back a week in order to help retailers by lengthening the pre-Christmas shopping season. Not everyone was happy with this decision. As wikipedia notes:
Republicans decried the change, calling it an affront to the memory of Lincoln. People began referring to November 30 as the "Republican Thanksgiving" and November 23 as the "Democratic Thanksgiving" or "Franksgiving". Regardless of the politics, many localities had made a tradition of celebrating on the last Thursday, and many football teams had a tradition of playing their final games of the season on Thanksgiving; with their schedules set well in advance, they could not change. Since a presidential declaration of Thanksgiving Day was not legally binding, Roosevelt's change was widely disregarded. Twenty-three states went along with Roosevelt's recommendation, 22 did not, and some, like Texas, could not decide and took both days as government holidays.
So Governor Lee O'Daniel declared that Texas would celebrate 2 official days of Thanksgiving, but some parts of the state weren't satisfied with that. The city of Monahans decided they were going to have 3 Thanksgivings: on the 16th, 23rd, and 30th. Then Harlingen, Texas upped the ante by declaring they were going to have a full 8 days of Thanksgiving. They designated every day from the 23rd to the 30th as an official day of Thanksgiving.
That sounds like a swell idea to me. A full week of gluttony!
Arizona Republic - Nov 2, 1939
Warren Times Monitor - Nov 16, 1939
McAllen Monitor - Nov 19, 1939