From the wikipedia entry for Thanksgiving:
Abraham Lincoln’s successors as president followed his example of annually declaring the final Thursday in November to be Thanksgiving. But in 1939, President Franklin D. Roosevelt broke with this tradition. November had five Thursdays that year, and Roosevelt declared the fourth Thursday as Thanksgiving rather than the fifth one. In 1940, in which November had four Thursdays, he declared the third one as Thanksgiving. Although many popular histories state otherwise, he made clear that his plan was to establish it on the next-to-last Thursday in the month instead of the last one. With the country still in the midst of The Great Depression, Roosevelt thought an earlier Thanksgiving would give merchants a longer period to sell goods before Christmas. Increasing profits and spending during this period, Roosevelt hoped, would help bring the country out of the Depression. At the time, advertising goods for Christmas before Thanksgiving was considered inappropriate.
However, many localities had made a tradition of celebrating on the last Thursday, and since a presidential declaration of Thanksgiving Day was not legally binding, it was widely disregarded. Twenty-three states went along with Roosevelt’s recommendation, 22 did not, and some, like Texas, could not decide and took both weeks as government holidays. Critics termed Roosevelt’s dating of the holiday as “Franksgiving.”
This explains the confused animated turkey at the beginning of yesterday’s Holiday Inn clip.