Apart from the US and Canada, Brazil also observes Thanksgiving according to the Heindorffhus Web site.
As reported on this wonderful philatelic site, "The celebration began in the 1940s when the Brazilian ambassador to the U.S. was invited to a Thanksgiving service at the National Cathedral in Washington. He liked the idea and took it home. Brazil has celebrated a Thanksgiving ever since."
Shown above is the first Brazil Thanksgiving stamp (Scott #1417) which was issued in 1975. Over the years, Brazil has issued quite a few others - usually in November.
For more on Thanksgiving and stamps, click here.