In our school district in West Virginia, public school students have no classes the entire week of Thanksgiving. This is because the first day of rifle deer hunting season is Monday of that week. This is a rural area. When I was child, we got Monday off, were supposed to go to school Tuesday and Wednesday, and got Thanksgiving Day and Black Friday off. Well, hunters gonna hunt. So the district allowed hunting students to take "educational leave", guaranteeing them excused absences for Tuesday and Wednesday. I don't know why or when the county started giving students the whole week off.
If you're looking for something your children can do while they're off from school before Thanksgiving, have them make place cards for the dinner table. I found this idea online a few years ago -- probably from Family Fun magazine. All you need is some white cardstock (colored would work too), tempera or other washable paint in a variety of colors and their thumbs.
My daughter and her older cousin made these when she was probably 6 or 7 years old. Once I showed them what to do, I think they could do it mostly unsupervised. I was free to work on something else in the same room without giving them my complete attention.