As you know, Thanksgiving is celebrated in the US on the fourth Thursday of November. However, before 1939, Presidents declared Thanksgiving to be on the LAST Thursday of November. Why did this switch happen? It has to do with the economy, the great depression and Christmas sales.
In 1939, November actually had 5 Thursdays, instead of the more-common 4. Because many stores thought it in bad taste to advertise Christmas goods before Thanksgiving, this meant that the Christmas shopping season was going to be especially short that year. With the Great Depression still in full swing, FDR thought it better to move Thanksgiving up a week and give stores an extra week to have Christmas sales.
It wasn't a move without controversy, many called it an affront to President Lincoln (who was the first to declare Thanksgiving an official holiday) but nevertheless, it remains until today.