The one thing that's in all holidays-something Pumpkin related. Jack o Lanterns in Halloween, pumpkin pie on thanksgiving and arguably Christmas. Pumpkin spice has lately defined fall, anyway.
The Turkey is known on thanksgiving but also tends to show up on Christmas, so that would be a close 2nd.
Halloween and Christmas are both known for candy, although very different in style.
One is known for pranks and a light hearted take on the scary.
One is known for somber gratitude in the face of surviving hard times with the help of friends and some might say the Divine.
One is about pointing to a gift to save mankind that is celebrated by giving gifts to each other in a time when the world is dead with winter, yet alive with festivities and pure with the snow.
So it's like a movie trilogy.
You decide whether it's more like Star Wars or Lord of the Rings, and which Holiday is which.
Quite frankly I think Lord of the Rings would be appropriate for Thanksgiving, because it's about several races coming together to live off the land and survive a great evil (thanksgiving), about fighting evil goblins and monsters (Halloween), and it looks to the return of a Messiah figure king in and environment known for having snow (Christmas).
