I've done this a number of times (think I mentioned it somewhere) Basically, wine, apple cider, and olive oil are vegan, and are easy to use to replace chicken stock and butter in most Thanksgiving dishes: Check that your bread for dressing/stuffing is vegan (cornbread is not, but french/italian breads often are, and sturdier breads work great in dressing) and use the above for your liquids/fats and you're all set.
The recipe I'm trying this year (except I'm cheating and using chicken stock and probably skipping the tamari) is vegan if you sub EVOO for butter, and if you do the thing with the pumpkin, you'll have a satisfying vegan main dish; I've made similar vegan fruit-based stuffings before with success. One year, instead of the chicken-stock-based wild rice I usually do, I made saffron rice with white wine and garlic - a little out of the ordinary for Thanksgiving, but it worked. Once I even made a gravy with cooked pureed mushrooms and garlic.
If you're planning some sort of mashed potatoes (regular or sweet) your vegan will probably appreciate it if you just hold one back after you cook it but before you mash and serve it straight-up, or throw one in to bake while the turkey is roasting. A crudite tray will go a long way as well; hummos is a good vegan dip and you can offer others for the non-vegans. Fruits (pears or apples) poached in a syrup of coffee, spices, wine and sugar, or even plain make an easy vegan dessert.
That being said, when we had vegans over for Thanksgiving they usually brought a large dish to share and took responsibility for their own food. Be prepared - in some cases, vegan people I've known have asked to read the ingredients list of prepared foods (I don't think this was as insulting as it sounds; there are a lot of ingredients that seem to be vegan that aren't: honey, for one - if you aren't trained to look for it you wouldn't know.)