Although ancient Romans did not have a celebration similar to the American feast day known as Thanksgiving, they did have a ritual to give thanks called the supplicatio.
Romans performing a supplicatio on the Ara Pacis Augustae, Rome
A supplicatio was basically a religious parade. Wearing their most formal attire and wreaths of laurel, Roman citizens of all ages walked together in solemn procession around the city to various sacred sites and altars to offer sacrifices. One purpose of a supplicatio was to thank the gods for a happy event. And Romans were most happy when they won a military victory. This parade of thanksgiving could last days, as it did when a supplicatio was declared to celebrate Pompey’s victories over his archrival, Mithridates VI, and later to celebrate Augustus’s successful peace ‘negotiations’ with inhabitants of Spain and Gaul.
To all our American friends, Happy Thanksgiving! We hope you stay safe and eat well.