This idea can get pretty messy, so you may want to figure something out for the younger kids who make big messes.
Get out your play-dough, or make some.
Die the play-dough in colors related to Thanksgiving.
Divide the dough equally to each child and let them create a Thanksgiving History Scene (or a turkey, an Indian Chief, Pilgrims, vegetables, etc).
Choose a judge and pick a winner.
The winner gets the first piece of pie and all the whipped cream they want!! haha.
This is what my daughter and I created for Halloween.