I found a pretty interesting article about a weird Thanksgiving tradition from the past.  About 100 years ago, kids didn't go trick-or-treating on Halloween, they did it on Thanksgiving. It was called "Thanksgiving Masking."  Kids would dress up as beggars and hobos, wear masks and go door-to-door for candy and pennies. No one's exactly sure when it ended, but it lasted in some areas through the 1920s.

The Library of Congress has some pictures of Thanksgiving Masking from between 1910-1915. If you ask me, they are TERRIFYING. If a small horde of children showed up to my house dressed like this, I would run away screaming.

Check out the pictures below.