The Christian Science Monitor published an article seven years ago on the history of Thanksgiving as Americans now practice it. This article shows clearly how a cultural observance has two distinct "histories" -- the history of what really happened, as best as can be discerned, and the history of the mythology that gets built up around the observance.
This basic pattern can be seen in a multitude of observances, historical sites, cultural narratives, etc., and I welcome additional references to other such examples.
When I see examples of this pattern, I ask myself, "what ends are served by creating and perpetuating this mythology?" In the case of Thanksgiving, the CSM article provides one reason:
"'In the 19th and 20th centuries, Thanksgiving was really a tool for Americanization amid the great influx of immigration. It was supposed to bind this diverse population into one union.'"
(Thanks to Becka for forwarding this along this morning.)