A Christian Science perspective.
Living overseas part of the year, my husband and I aren't always in the US for the country's Thanksgiving holiday. But gratitude, like God, can't be limited to one day. In fact, praise and thanks to God require no special day or place, but can be expressed anytime, anywhere, in whatever condition.
Not always being able to participate in American Thanksgiving festivities has given me a different perspective on gratitude. It's far from being just an American thing. Gratitude is part of every major religion and crosses every culture. It is the prayer of acknowledgment, response, and recognition of the one great Giver, God, who is all good and provides all good. Gratitude opens the heart to allow God's permanent goodness to flow in. It's inseparable from any of us, because we are all God's children.
How does one feel a deep sense of gratitude, and then maintain it with consistency day by day, moment by moment? For me, it begins with prayer, naturally turning to God with childlike expectancy, like a plant to light. It is a mental, spiritual stance.
Throughout the Bible, thanksgiving to God is a fundamental aspect of worship. For example, when Daniel became aware that a decree was in effect that said anyone who continued to worship God instead of the king would be thrown into the lions' den, he prayed in his usual way: "Now when Daniel knew that the writing was signed, he went into his house; and his windows being open in his chamber toward Jerusalem, he kneeled upon his knees three times a day, and prayed, and gave thanks before his God, as he did aforetime" (Dan. 6:10).
For me, Daniel's recognition of God's beneficence invited this goodness to act as the only power in his life. And it did. Although he was thrown into the lions' den, he remained unharmed. He had made it a habit of recognizing and responding to good. This prepared him to continue seeing God's action right where the lions were. And it convinced the king of God's omnipotence.