There's only a handful of ones that I'd recommend. Actually---I concur with those recommended by Oyate, and I'll list them below.
Here's the thing. I want teachers, parents, and librarians to consider that a lot of American Indians don't necessarily "celebrate" Thanksgiving as it is celebrated in the mainstream American holiday scheme.
Many of us get together----it IS a major holiday, with almost all offices shut down and stores closing early, etc.----and many of us eat turkey, but there are no Pilgrim and Indian salt shakers on my table...
Think about other moments in history, when one group of people entered (invaded) the lands of another group. And, that the latter's culture was dismissed, attacked, appropriated... But they survived. And the former wants to celebrate the coming together of their two groups.
It is kind of like asking the bully and his/her victim to hug without recognizing the harm and the hurt, without having honest conversations with the bully about his actions. I'm a bit reluctant to put forth these analogies, because I don't view myself or Native peoples as victims.
What I'm getting at, in part, is that I don't want to be a player in your story. I don't want to be on your stage. I want you to see me and Pueblo people (in my case) as a people that existed and exists on its own merits---not as minor characters, or colorful ones, in the story that America tells about America.
You want to know about Native people? Do you really want to know about them? Or do you just need/want them so you can 'do your thing' (celebrate Thanksgiving)? You want me to tell you what I do for Thanksgiving. I understand that, but I think it more important that you ask about (in my case) the Pueblo people. Who are we? Where are we? What are OUR celebrations? When are they? What are they about?
I'm not sure I'm making any sense, or speaking with any clarity...
Recommended Books about Thanksgiving
Bruchac, Margaret M. (Abenaki), and Catherine Grace O’Neill, 1621: A New Look at Thanksgiving. Washington, D.C.: National Geographic Society, 2001, grades 4-up
Hunter, Sally M. (Ojibwe), Four Seasons of Corn: A Winnebago Tradition. Minneapolis: Lerner Publications, 1997, grades 4-6.
Peters, Russell M. (Wampanoag), Clambake: A Wampanoag Tradition. Minneapolis: Lerner Publications, 1992, grades 4-6.
Regguinti, Gordon (Ojibwe), The Sacred Harvest: Ojibway Wild Rice Gathering. Minneapolis: Lerner Publications, 1992, grades 4-6.
Seale, Doris (Santee/Cree), Beverly Slapin, and Carolyn Silverman (Cherokee), eds., Thanksgiving: A Native Perspective. Berkeley: Oyate, 1998, teacher resource.
Swamp, Jake (Mohawk), Giving Thanks: A Native American Good Morning Message. New York: Lee & Low, 1995, all grades.
Wittstock, Laura Waterman (Seneca), Ininatig’s Gift of Sugar: Traditional Native Sugarmaking. Minneapolis: Lerner Publications, 1993, grades 4-6