The other movie starts with the Macy's Thanksgiving Day Parade. You guessed it, Miracle on 34th Street (1947). But...it's mainly about Santa Claus. It's a good choice to watch the day after though as the first Christmas movie of the season.
"He was a clown last year."
There is also A Charlie Brown Thanksgiving, but that is a television special.
You can find a list of more television specials here. They aren't all from the Golden Age of Television but there are a few. I recommend My Three Son's: Chip's Harvest (1:8).