Thanksgiving to God, by George Washington.

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“WHEREAS it is the duty of all nations to acknowledge the Providence of Almighty God; to obey His will, to be grateful for His benefits, and humbly to implore His protection and favor; and,  
  
“WHEREAS both Houses of Congress have by their joint committee requested me to recommend to the people of the United States a day of public Thanksgiving and prayer, to be observed by acknowledging with grateful hearts the many signal favors of Almighty God, especially by affording them an opportunity to establish a form of government for their safety and happiness: …a day devoted by The people of these States to the service of that great and glorious Being who is the beneficent author of all the good that was, that is, or that will be…
  
“Now, therefore, I do recommend and assign Thursday, the 26th day of November next, to be devoted by the people of these States to the service of that great and glorious Being who is the beneficent author of all the good that was, that is, or that will be, that we may then all unite in rendering unto Him our sincere and humble thanks for His kind care and protection of the people of this country .. for the great degree of tranquility, union and plenty, which we have since enjoyed; … for the civil and religious liberty with which we are blessed and the means we have of acquiring and diffusing useful knowledge; and in general for all the great and various favors which He hath been pleased to confer upon us.
“And, also that we may then unite in most humbly offering our prayers and supplications to the Great Lord and Ruler of Nations, and beseech Him to pardon our national and other transgressions, to enable us all, whether in public or private stations, to perform our several and relative duties properly and punctually…
  
“To promote the knowledge and practice of true religion and virtue, and the increase of science among them and us, and generally to grant unto all mankind such a degree of temporal prosperity as He alone knows to be best.
“Given under my hand at the City of New York the third day of October in the year 1789.
George Washington”
American Rabbis have discussed the celebration of Thanksgiving.
The following lines by Rabbi Broyde summarize his conclusion:
“Thus, halacha law permits one to have a private Thanksgiving celebration with one’s … friends and family. For reasons related to citizenship and the gratitude we feel towards the United States government, I would even suggest that such conduct is wise and proper”.