Another of the books from the Living Lights Series by the Berenstain Bears, Give Thanks keeps with the traditional Bear family. The family learns about the tradition of Thanksgiving and about being thankful for the blessings that they have received.
One of the things that I like about this book is that the family writes a play about the first Thanksgiving and then performs it for their family. This is something you could incorporate into your Thanksgiving.
Also, the Living Lights Series contains an Activity and Questions page at the end of the book to further the learning. This is a pretty lengthy book at 32 pages so I would only recommend it for older preschool age children and elementary.