Thanksgiving has been celebrated since the 17th century but was not declared an official holiday until Franklin D. Roosevelt signed a bill into law on November 26, 1941 declaring Thanksgiving to be held on the fourth (or last) Thursday in November. Since the last Thursday and not a specific date was declared as the holiday the actual date itself changes from year to year but always remains in the same time period in November. Before the law was created Thanksgiving had been celebrated on a number of different days by different presidents. FDR himself attempted to change the holiday to November 23, the next to last Thursday in November, but the public was reluctant to follow the proclamation. After a couple of years of trying FDR conceded to the public and established the holiday we know today. Would you like to see other legal holidays for Arizona? They are listed in A.R.S. 1-301.