My in-laws celebrate Thanksgiving, complete with turkey and all the dressings, and joining in with non-JW family for the occasion. They just don't admit it.
My family, a much more conservative branch of JWism, never came close to doing anything that could be construed as 'celebrating' anything worldly. We hid in the dark on Halloween. We laid up provisions and shuttered ourselves inside for the entire Thanksgiving weekend. Similar with Xmas. Pretended the other holidays didn't exist.
So, it was quite the adjustment for me to visit my in-laws over Thanksgiving after getting married. They never admitted celebrating, and they never used the word 'Thanksgiving' yet we celebrated it just as hard as everyone else who wasn't a JW.