I can find lists of episodes that revolve around Halloween or Christmas. But I don’t know if there are lists that say ‘all these episodes are Simpson’s Halloween episodes’.
Other than Bart vs Thanksgiving in season 2, did they do annual or at least occasional Thanksgiving episodes?
Offhand, I can only recall “Homer vs. Dignity” (Burns hires Homer as a “prank monkey”). It ends with a “Pranksgiving Day Parade”.
For some reason, this episode seems to be near-universally hated, but I thought it had its moments.
One of my favorite Thanksgiving Day references is the parade shown on TV with a “Rusty The Clown” balloon. Rusty Nails was a clown/TV host in Portland, Groening’s home town.
Looking it up on the Simpsons Wiki shows it is the cited Homer vs. Dignity episode.
Searching the Wiki doesn’t give much. E.g., a Tom the Turkey/Thanksgiving Day reference in Treehouse of Horror XIX. In Funeral for a Fiend there’s an Itchy & Scratchy cartoon with parade balloons. In Kill_Gil: Vols. 1 & 2 there’s a reference to the day after Thanksgiving. In 'Tis the Fifteenth Season, Krusty gives Thanksgiving wishes to the station.
And I had to slog thru a lot of comic and what not listings just to find those.
So, I’d say the two episodes mentioned so far are pretty much it as far as really being about Thanksgiving.
There’s also another ends that ends with a Thanksgiving dinner, but, thanks to Lisa, it’s a meatless turkey.
Ah, that would be Homer the Moe.
Another one is the start of Holidays of Future Passed. Set in the future, Marge announces that Thanksgiving is over and Christmas has started.
This taps out the list from the other Simpsons Wiki.