Pilgrims

History of Thanksgiving
From the History Channel: 

Indians and Colonists
Primitive man is believed to have arrived in Narragansett basin in the late Pleistocene, about 6500 B.C. From then until the English colonists came, fishing and hunting and local water transportation in dugout canoes were the primary uses.

Mayflower Web Pages
Possibly the most complete site for source documentation, especially great for those tracing family trees.

Pilgrims' 1621 Thanksgiving
Includes list of foods that were available to the Pilgrims at that time.

Plimoth on the Web
Take a Virtual Tour of Plimoth Plantation if you can't visit the museum in person.