Even if your kids have never been very interested in puppets, they'll like the idea of making their own -- from corn husks no less.
Soak the corn husks in warm water for about an hour until they become pliable. Then gather several damp husks and tie them together tightly with twine, about 1/2 inch from one end.
To make the head, hold the knotted end in one fist, then fold the husks down (as though peeling a banana) so that they cover the knotted end. Smooth out the husks to make a face, then secure them with a piece of twine around the doll's neck.
To make the arms, roll up a single husk and tie it off at both ends. Position the arms up between the husks, under the doll's neck. Smooth the husks over the arms to form the chest and back, then cinch in the waist with twine.
For a skirt or legs, arrange several husks, inverted (like a skirt that has blown up over the doll's head) around the waist. Secure with twine, then fold the skirt down. For legs, divide the husks into two parts, tying each bunch at the knees and ankles.
Use construction paper to fashion outfits or use markers and watercolors to give the illusion of clothes or to add on facial features. To make hair, hats or headdresses, glue on little strips of construction paper.
Attach sticks to the backs of the dolls for mobility. For additional fun, build a doll stage and put on a special Thanksgiving puppet production.