From the time of the Founding Fathers until the time of Lincoln, the date Thanksgiving was observed varied from state to state. The final Thursday in November had become the customary date in most U.S. states by the beginning of the 19th century.
According to Wikipedia, modern Thanksgiving was first officially called for in all states in 1863 by a presidential proclamation of Abraham Lincoln. Influenced by the campaigning of author Sarah Joseph Hale, who wrote letters to politicians for around 40 years trying to make it an official holiday, Lincoln proclaimed a national Thanksgiving on the final Thursday in November, explicitly in celebration of the bounties that had continued to fall on the Union and for the military successes in the war. Because of the ongoing Civil War, a nationwide Thanksgiving date was not realized until Reconstruction was completed in the 1870s. On October 31, 1939, President Franklin D. Roosevelt signed a presidential proclamation changing the holiday to the next to last Thursday in November, for business reasons.
In the image above, we see Roosevelt three years prior, in 1936, with Canadian Prime Minister Mackenzie King. Thanksgiving Day in Canada was celebrated on November 6 until World War I ended and the Armistice Day holiday was usually held during the same week. To prevent the two holidays from clashing with one another, in 1957 the Canadian Parliament proclaimed Thanksgiving to be observed on its present date on the second Monday of October.