“Rejoice always, pray without ceasing, in everything give thanks; for this is the will of God in Christ Jesus for you.” 1 Thessalonians 5:16-18
Orthodox Christians take the imperative “pray constantly” very seriously, and rejoicing and giving thanks are aspects of it.
John Sanidopoulos two years ago in his weblog addressed the United States of America’s Thanksgiving holiday in terms of it’s appropriation by Orthodox Christians. He briefly gives a history of Thanksgiving in America and a summary of our way of participation in it, as well as a number of resources which also address Thanksgiving. One of them is the Akathist of Thanksgiving which has been shared here every Thanksgiving since this weblog has existed. To access the post: http://www.johnsanidopoulos.com/2010/11/orthodox-christians-and-thanksgiving.html
And recently, Fr Stephen Freeman put Thanksgiving in Orthodox Christian perspective with his post “A Life of Thanksgiving“ on his weblog Glory to God for All Things: http://glory2godforallthings.com/2012/11/11/a-life-of-thanksgiving/
The Akathist of Thanksgiving: http://preachersinstitute.com/2010/11/25/the-akathist-of-thanksgiving/