The holiday Thanksgiving isn’t celebrated in Japan.
However, for those looking for somewhere to eat an American style Thanksgiving Dinner – I recommend the major hotel brands such as the Hilton or the Hyatt.
If you’re in Tokyo, then Hobgoblin Roppongi and Two Dog Taproom often have a Thanksgiving Menu so it is worth making a reservation at one of those options. See here for other things to do in the Roppongi area.
See here for some Christmas suggestions in Japan.