Among the best are:
- Thanksgiving Day Murder by Lee Harris - This 1995 cozy is a well-written tale of a Thanksgiving disappearance.
- Turkey Day Murder by Leslie Meier - This 2002 novel is one of Meier's many holiday-themed mysteries featuring Lucy Stone. A fun read.
- Death of a Mill Girl by Clyde Linsley - The plot of this mystery, set in mid-19th century New England, centers around Thanksgiving.
- The Telltale Turkey Caper by Georgette Livingston - This 1996 book, the fifth in a series of cozies featuring veternarian Jennifer Gray, is a little hard to find, but worth seeking out or ordering from the library.
- Celt and Pepper by Ralph McInerney - The action of this mystery novel by genre master, McInerney, takes place at Notre Dame over the Thanksgiving holiday.
And, although it's not a mystery novel, it's by a mystery author -- consider the recently re-released romance Thanksgiving by Janet Evanovich.