What do you do for Thanksgiving?

Yesterday's topic at NOVA was about holiday. There are many holidays what we Japanese are not familar with in the world. For example,Thanksgivingday,Halloween,Easter,Boxing day... I didn't know what Boxing day is but I thought it's good custom when I knew it.
Japanese holidays might be strange for foreigner. Especially Setsubun is. Do you know the reason why we throw around beans on Setsubun? Because we think that beans have the power to beat evils. We say "Oni wa soto!" when throw around beans. It means "Get out,Evils!"
What Japanese holiday do you think is strange? And do you know any holidays what is strange for Japanese?