[Q]: Is it permissible to sit and eat thanksgiving dinner with non-Muslim relatives? Because this is not a religious holiday, but rather a holiday based on American culture.
[A]: Regardless whether it is cultural or not, this is a celebration based upon beliefs and not upon the belief of the Muslims. Whatever celebrations they partake in as disbelievers, whether you refer to it as thanksgiving or other than that, it is not permissible for you to eat with them on that day, it is not permissible for you to eat their food on that day, and it is not permissible for you to celebrate that day in any way, shape or form.
[taken from a LIVE question & answer session with al-Shaykh Ḥasan Ibn ‘Abd Al-Wahhāb Marzūq al-Bannā (May Allāh preserve him) and the brothers at Mpubs, on Wednesday 23rd Ṣafar 1438 (23rd November 2016)