I'm from the UK so never celebrated thanksgiving before I met my (american) wife - but since we started dating I've a bonus turkey day every year. It's quite nice actually, kind of like a christmas warm up but with slightly different food.
Since moving to london we tend go to the US over christmas, which means that thanksgiving is spent in the UK. We usually cook a big traditional turkey dinner with some british additions that I've snuck in (namely sausages wrapped in bacon and yorkshire puddings) and have people over - sometimes family sometimes friends.
Last year we had my parents come to london for it which meant having it on the weekend rather than the thursday, much to my wifes annoyance. So we ended up going to a restaurant on the actual day to celebrate - talk about turkey overload!
This year we can't be bothered to cook so we're going to a restaurant with some of our friends. Should be fun - they're serving a warm pumpkin cocktail to start