Thanksgiving-themed theater is simply not a bustling subject. Some likely excuses: a lot of theaters are dark over thanksgiving. Christmas plays tend to start touring around thanksgiving. Colleges aren’t in session, so no Thanksgiving plays there either.
Well, I tried…
August: Osage County, Tracy Letts. Not specifically set at Thanksgiving, but a model modern dysfunctional family mealtime mess.
Story of the First Thanksgiving
http://www.kidsinco.com/2008/07/story-of-the-first-thanksgiving/
More of a tableaux vivant than a play, this free online pageant scenario contains less than two dozen sentences, all intoned by a narrator while the story is silently acted out by a flexibly sized aggregation of pilgrims and Native Americans (here labeled “Indians.”)
How I Learned to Drive, Paula Vogel.
L’IL BIT: We missed you at Thanksgiving… I did. I missed you.
PECK: Well, there were… “things” going on. I didn’t want to spoil anyone’s Thanksgiving.
L’IL BIT: Uncle Peck? Please don’t drink anymore tonight.
PECK: I’m not… overdoing it.
L’IL BIT: Why do you drink so much?
PECK: Well, L’il Bit—let me explain it this way. There are some people who have a… a “fire” in the belly. I think they go to work on Wall Street or they run for office. And then there are people who have a “fire” in their heads—and they become writers or scientists or historians. You. You’ve got a “fire” in the head. And then there are people like me.
L’IL BIT: Where do you have… a fire?
PECK: I have a fire in my heart. And sometimes the drinking helps.
The Happy Journey to Camden and Trenton by Thornton Wilder. They’re going on a Christmas trip, right? But it’s just as Thanksgivingsy.
The Thanksgiving Visitor by Truman Capote. Originally a short story, later adapted for the stage by Chicago’s Provision Theater, for a double bill with A Christmas Memory.