Andrew Prokop, writing for Vox, tells the story of when FDR tried to move Thanksgiving:
Since the late 19th century, Thanksgiving had traditionally been celebrated on the final Thursday in November. But in 1939, Roosevelt's seventh year in office, that last Thursday fell on November 30. And that left a mere 24 days of shopping time between Thanksgiving and Christmas. Retailers believed this would lead to less money spent on holiday gifts, and would therefore hurt the economy (and, of course, their own bottom lines). The solution seemed obvious — the date should be moved one week earlier, to Thursday, November 23. Roosevelt agreed, and announced on August 15, 1939, that he would do just that, with an executive proclamation. [...] At the end of 1941, Congress passed, and Roosevelt signed, a joint resolution setting Thanksgiving as not the final but the fourth Thursday in November. Essentially, that means that Thanksgiving will fall between November 22 and 28 — never on the month's last two days. The new law struck a sensible balance between the business interests of retailers and Americans' beliefs that Thanksgiving shouldn't be too early, and it has lasted ever since.
If President Obama tried doing this today, Republicans would move to impeach him.