In 1879 the government of Canada made the decision to declare November 6th a national holiday set aside to give thanks. The date was changed many times over the years but the most popular date (for reasons unknown) was the third Monday in October.
After World War II ended, both Armistice Day and Thanksgiving Day were celebrated on the Monday of the week in which November 11th took place. After ten years of this being the case, in 1931 the two days became separate holidays- Thanksgiving was celebrated on the second Monday of October and Armistice Day (or Dominion Day) was renamed Remembrance Day and honored on November 11th.
Official Proclamation
The official proclamation from parliament declaring Thanksgiving Day in Canada as the second Monday in October came about on January 31, 1957. As of the start of this year, 2005, Canada has been celebrating Thanksgiving (on the books) for 48 years. But off the books it has been going on for over 400 years!