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 it this way. Just for a moment. Europeans invaded the homelands of Native peoples and their nations all over the Americas. There were wars. Death. Incarceration. Brutal programs designed to "kill the Indian and save the man." Native peoples and our cultures were attacked. But we persevered, and many of us we have a different view of this holiday. A lot of people tell us "get over it" and the like.
But!
That's 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 us? Or do you just need/want us 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?
And... instead of asking a Native person what they're doing for Thanksgiving, how about asking yourself about what you are doing, and why.
That said, here's some books Oyate recommends. The list is from their page about Thanksgiving. I highly recommend you read it.
Recommended Books about Thanksgiving
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