To briefly explain Canada's Thanksgiving: Martin Frobisher was trying to find the Northwest Passage,a sailing route that would take him from England to India and China, for the purposes of trading. He ended up in Canada each time. After his third and final attempt in 1578, Frobisher held a celebration giving thanks that he had survived.
And that's how Canada ended up with Thanksgiving in October. At least, according to Wikipedia and my vague recollections of history. The more you know!