While many countries will have their individual stories of how Thanksgiving was established locally, many have ancient origins connected with the Egyptians, Greeks, and Romans, where people would feast and show honor to their gods after the fall harvest.
Other cultures that do not have such origins may celebrate a form of thanksgiving also connected with ancient traditions of honoring their gods after harvest. Many Asians and even Native Americans have harvest celebrations of thanksgiving, such as the Mid-Autumn Moon Festival and Vaisakhi, with connections to worshipping their respective deities.
– History.com
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