Here is a roundup from last year with some additions from this year:
The Importance of Thanksgiving Day by Dr. James Renihan
From the  Second London Confession, Chapter 22:
3. Prayer with thanksgiving, being one special part of natural worship, is by God required of all men. But that it may be accepted, it is to be made in the Name of the Son, by the help of the Spirit, according to his Will; with understanding, reverence, humility, fervency, faith, love, and perseverance; and when with others, in a known tongue.
5. The reading of the Scriptures, Preaching, and hearing the word of God, teaching and admonishing one another in Psalms, Hymns and Spiritual songs, singing with grace in our Hearts to the Lord; as also the Administration of Baptism, and the Lords Supper are all parts of Religious worship of God, to be performed in obedience to him, with understanding, faith, reverence, and godly fear; moreover solemn humiliation with fastings; and thanksgiving upon special occasions, ought to be used in an holy and religious manner.
Thanksgiving in the Church
From the Directory for Public Worship: Concerning the Observation of Days of Publick Thanksgiving.
WHEN any such day is to be kept, let notice be given of it, and of the occasion thereof, some convenient time before, that the people may the better prepare themselves thereunto.
Charles H. Spurgeon – A Sermon Delivered on Sunday Morning, September 27th, 1863:
Thou crownest the year with thy goodness; and thy paths drop fatness. — Psalm 65:11.
POSSIBLY objections might have been raised to a day of thanksgiving for the abundant harvest if it had been ordered or suggested by Government. Certain brethren are so exceedingly tender in their consciences upon the point of connection between Church and State, that they would have thought it almost a reason for not being thankful at all if the Government had recommended them to celebrate a day of public thanksgiving. Although I have no love to the unscriptural union of Church and State, I should on this occasion have hailed an official request for a national recognition of the special goodness of God. However, none of us can feel any objection arising in our minds if it be now agreed that to-day we will praise our ever-bounteous Lord, and as an assembly record our gratitude to the God of the harvest. We are probably the largest assembly of Christian people in the world, and it is well that we should set the example to the smaller Churches. Doubtless many other believers will follow in our track, and so a public thanksgiving will become general throughout the country. I hope to see every congregation in the land raising a special offering unto the Lord, to be devoted either to his Church, to the poor, to missions, or some other holy end. Yes, I would have every Christian offer willingly unto the Lord as a token of his gratitude to the God of providence…
All the year round, every hour of every day, God is richly blessing us; both when we sleep and when we wake, his mercy waits upon us. The sun may leave off shining, but our God will never cease to cheer his children with his love. Like a river his lovingkindness is always flowing, with a fullness inexhaustible as his own nature, which is its source. Like the atmosphere which always surrounds the earth, and is always ready to support the life of man, the benevolence of God surrounds all his creatures; in it, as in their element they live, and move, and have their being. Yet as the sun on summer days appears to gladden us with beams more warm and bright than at other times, and as rivers are at certain seasons swollen with the rain, and as the atmosphere itself on occasions is fraught with more fresh, more bracing, or more balmy influences than heretofore, so is it with the mercy of God: it hath its golden hours, its days of overflow, when the Lord magnifieth his grace and lifteth high his love before the sons of men.
Spurgeon on Psalm 100:
A Psalm of Praise; or rather of thanksgiving. This is the only psalm bearing this precise inscription. It is all ablaze with grateful adoration, and has for this reason been a great favourite with the people of God ever since it was written.
Make a joyful noise unto the LORD, all ye lands.
Serve the LORD with gladness:
come before his presence with singing.
Know ye that the LORD he is God:
it is he that hath made us, and not we ourselves;
we are his people, and the sheep of his pasture.
Enter into his gates with thanksgiving,
and into his courts with praise:
be thankful unto him, and bless his name.
For the LORD is good;
his mercy is everlasting;
and his truth endureth to all generations.
On this Psalm, Charles Sprugeon comments:
In all our public service the rendering of thanks must abound; it is like the incense of the temple, which filled the whole house with smoke. Expiatory sacrifices are ended, but those of gratitude will never be out of date. So long as we are receivers of mercy we must be givers of thanks. …Be thankful unto him. Let the praise be in your heart as well as on your tongue, and let it all be for him to whom it all belongs. And bless his name. He blessed you, bless him in return; bless his name, his character, his person. Whatever he does, be sure that you bless him for it; bless him when he takes away as well as when he gives; bless him as long as you live, under all circumstances…
[source: Abraham’s Seed]
Always And For All Things by Jim Savastio
Of all the things that you will do this week, few will be repeated in eternity. But every time you are thankful to God you are engaging in a heavenly and eternal work.
…In 1 Thessalonians 5:18, amidst a flurry of exhortations, one them stands out above all others. In everything give thanks for this is God’s will for you in Christ Jesus. This is God’s will. That may seem redundant…after all, it’s in the Bible and it’s in the form of a present active imperative–a clear command. By telling us that this is God’s will for those in union with Jesus, Paul is, as it were, underscoring, highlighting, italicizing, putting in caps this particular command. Don’t miss this! it’s God’s will for you to always be thankful. Doing God’s will is of eternal consequence. Jesus said in Matthew 7:21 that only those who do the will of God will go to heaven. Paul tells us in Romans 1 that among the many sins which merit the wrath of God is ingratitude. Unbelief and ingratitude binds the souls in hell together. But how can we be thankful at all times and for all things? Are there not issues which grieve and disappoint us? Of course. The issue is that what God has done for us in Jesus is so much better that it always tips the scales towards gratitude. No matter how well things are going in your estimation now, if you are in Christ you have reason to be thankful.
Thirteen Thanksgiving Celebration Tips by Scott Brown
What follows are THIRTEEN Thanksgiving Celebration Tips. I write this that we “may proclaim with the voice of thanksgiving,” and to tell of His “wondrous works.” (Psalm 26:7), and to declare the praises of our Lord Jesus Christ across the land. In it you will find encouragement to read the scripture, sing the songs, recount the history and dedicate your family to building a culture of thankfulness.
Pilgrims & Baptists: the little known connection
If not for a Baptist church split, the Pilgrims might never have come to America.
More added here as they come in..