Why doesn't London England celebrate Thanksgiving?
The US celebrates Thanksgiving as a holiday to commemorate the first successful harvest in America by the Pilgrims who had emigrated from England. Other countries who celebrate Thanksgiving day for their own specific purposes are listed in the related links.
The Pilgrims were celebrating their own good fortune in the New World. On the other hand, their home country was just as happy that the Pilgrims had left, as they had not wanted to submit to the Church of England. England was already long-established as an agricultural nation, and a special harvest celebration - especially for the good fortune of a group of what today would be called separatists - was unlikely. To use a (much) less subtle illustration, one could ask why England doesn't celebrate Lincoln's birthday or July 4th, for example.
England does in a way celebrate thanksgiving, although not by having meals, but by sharing. People in England bring tinned food to local churches to give to the homeless and needy.
Thanksgiving in the US does NOT commemorate the Pilgrim's feast at Plymouth in 1621. Thanksgiving is a holiday to express thanks to God, friends and family for the blessings of the previous year. The holiday was first celebrated in New England as Puritan religious observation declared in various years in response to "God's favorable Providence". It evolved over the years into a quasi-secular, annual New England autumnal celebration. It did not become a national holiday until Abraham Lincoln declared the last Thursday in November an annual day of thanksgiving in 1863, noting that this should be marked as "a day of Thanksgiving and Praise to our beneficent Father who dwelleth in the Heavens". (The date was changed to the 4th Thursday in November by Franklin Roosevelt.) The 1621 Plymouth feast did not become connected in the popular imagination with the holiday until the 20th century, when it became a popular story to tell school children.
The first Canadian Thanksgiving was celebrated by the explorer, Martin Frobisher, who in 1578 held a feast in Newfoundland to give thanks for surviving an attempt to search for a Northwest Passage to the Pacific. Various Thanksgiving celebrations were declared to celebrate special events until 1879, when it became an annual holiday. The date changed several times until Parliament declared the second Monday in October the Thanksgiving holiday in 1957.
England has a long history of various harvest festivals and feasts of thanksgiving. Although the roots of the American and Canadian Thanksgiving holidays reach back to England, the holiday simply never evolved there as it did in North America.