I posted this question about a month ago, but maybe since we're closer to the holiday we'll get a response or two!
Preferably looking for books for adults, as most of the Thanksgiving books I've found have been for children.
While I have no doubt that there have been plenty of interesting and useful things said about the origins of the holiday since it was published long ago in 1945, Willison's Saints and Strangers outlines the basic story pretty well. It was a very popular book, so you should have no trouble finding it in a library. It's too old to use for a good history of the Plymouth colony in general, though.