Shakespeare wrote his own Thanksgiving play, nine years before the Pilgrims landed. It's called The Tempest. His take is a bit like that other wise man, Jon Stewart's: "I celebrated Thanksgiving in an old-fashioned way. I invited everyone in my neighborhood to my house, we had an enormous feast, and then I killed them and took their land.”
This island's mine, by Sycorax my mother,
Which thou takest from me. When thou camest first,
Thou strokedst me and madest much of me, wouldst give me
Water with berries in't, and teach me how
To name the bigger light, and how the less,
That burn by day and night: and then I loved thee
And show'd thee all the qualities o' the isle,
The fresh springs, brine-pits, barren place and fertile:
Cursed be I that did so! All the charms
Of Sycorax, toads, beetles, bats, light on you!
For I am all the subjects that you have,
Which first was mine own king: and here you sty me
In this hard rock, whiles you do keep from me
The rest o' the island.