Massachusetts, of course, has a longer history with Thanksgiving than any other state, you know, the Pilgrims and all. In the early days, the date of an annual day of giving thanks wasn't fixed, but it did involve both public prayers, giving the servants the day off so that they, too, could attend church - and join in fasting.
Proclamations by the governor - a number posted online by the Library of Congress - often mentioned travails surmounted over the past year. In 1746, Gov. William Shirley decreed a day of Thanksgiving with special thanks for the final defeat of the Jacobites back in the home country:
IT having pleased Almighty GOD (after He had in his righteous Providence permitted an unnatural and most wicked Rebellion to break out in North-Britain, and a great Number of deluded People to join therein) to grant unto His Majesty's Arms, under the Conduct of His Royal Highness the Duke of Cumberland, a remarkable victory over the Rebels, and thereby blasted the Designs of the Enemies of the Protestant Religion and our Civil Liberties to introduce Popery and Tyranny into our Nations and to give us a happy Prospect of an entire Suppression of the said Rebellion
Earlier, in 1678, the colonial legislature called for a New England-wide day of thanksgiving:
This Court having a sense of the necessity of that duty of Humiliation that they may join with the Neighbour Churches of the several Colonies to pour for the strong and unanimous cries unto God for obtaining of this Grace and Favour, accordingly crafting in his mercy, that in the things which we agreed to ask accordingly to his will, he will gratiously hear, and be propitious to his Servants; Do accordingly appoint Thursday, the once and twentieth day of November next, being the day agreed upon to be solemnly kept as a day of fasting and Prayer in all the Churches and Congregations throughout this Jurisdiction, strictly Inhibiting all servile labour by any of the Inhabitants of the Colony on that day
We weren't going to let something like an impending revolution end days of thanksgiving and fasting, of course. On April 15, 1775 (you know, four days before the battles of Lexington and Concord, the provincial legislature decreed a day to give thanks and pray:
RESOLVED, That it be, and hereby is recommended to the good People of this Colony, of all Denominations, That THURSDAY the Eleventh Day of May next be set apart as a Day of Public Humiliation, Fasting and Prayer; that a total Abstinence from servile Labor and Recreation be observed, and all their religious Assemblies solemnly convened, to humble themselves before GOD under the heavy Judgments felt and feared, to confess the Sins that have deserved them, to implore the Forgiveness of all our Transgressions, and a Spirit of Repentance and Reformation--and a Blessing on the Husbandry, Manufactures, and other lawful Employments of this People; and especially that the Union of the American Colonies in Defence of their Rights (for which hitherto we desire to thank Almighty GOD) may be preserved and confirmed,--that the Provincial and especially the Continental CONGRESSES, may be directed to such Measures as GOD will countenance.--That the People of Great-Britain, and their Rulers, may have their Eyes open'd to discern the Things that shall make for the Peace of the Nation and all its Connexions--And that AMERICA may soon behold a gracious Interposition of Heaven, for the Redress of her many Grievances, the Restoration of all her invaded Liberties, and their Security to the latest Generations.
In 1780, Gov. John Hancock declared a day of thanksgiving:
When the Lust of Dominion or lawless Ambition excites arbitrary Power to invade the Rights, or endeavour to wrest from a People their sacred and invaluable Privileges, and compels them in Defence of the same to encounter all the Horrors and Calamities of a bloody and vindictive War; then is that People loudly called upon to fly unto that GOD for Protection who hears the Cries of the Distressed, and will not turn a deaf Ear to the Supplication of the Oppressed.