Thanksgiving always had particular resonance for one group of religious freedom-seekers. The once-in-a-lifetime convergence of Thanksgiving Day with the first day of Hanukkah has inspired culinary fusions like deep-fried turkey, song parodies and clever T-shirts. One enterprising lad has even invented the "Menurkey": a menorah (candelabrum) in the shape of a turkey. Humor aside, one group of American Jews—the members of New York's Congregation Shearith Israel —have reason to find in this year's calendrical happenstance a source both of institutional memory and of profound pride. Of all American synagogues, Shearith Israel has been celebrating both Hanukkah and Thanksgiving from the...