"But Father! This year is so filled with rotten stuff, the Church is being attacked by wolves in sheep's clothing, and our nation is trying to commit suicide. What do we have to be thankful about?!"
"Have no anxiety about anything, but in everything by prayer and supplication with thanksgiving let your requests be made known to God. And the peace of God, which passes all understanding, will keep your hearts and your minds in Christ Jesus" (Philippians 4:6-7).
Let me unpackage this statement from St. Paul as an answer to what many are dealing with this year on Thanksgiving Day.
1) He says "have no anxiety about anything", not "have no anxiety about the little things, but the big things are ok to be anxious about". Modern simple translation: "Stop worrying about how horrible things are right now!"
2) We are commanded to pray in everything (which includes the bad times) with thankful hearts. Thankful for what? We are to be thankful for everything; thankful that God is still in charge; thankful for His promises to help us through this; thankful for all the blessings we still do have. If you have not been cast into eternal Hell, then you have something to be thankful for (right?).
3) When we pray like that, then we can make requests of God and they will be in accord with what is good. In other words, thankful people do not pray selfishly!
4) The wonderful consequence of this is that we find peace. This is not a worldly kind of peace that we are promised, but a peace that is impossible to explain because it is greater and more powerful than we can imagine.
5) As a result of receiving that peace, we are able to keep our focus on Christ. When we fail to respond to the world around us in this way, we get led astray and fall into all kinds of sin. When we do as we are commanded, then we are able to continue in holiness.
So then, be thankful, yes. But be thankful in the way that God has commanded.