It really depends on what you make for Thanksgiving. I'm from Texas, so my list would be different. I'm a huge fan of green bean casserole, and even though you can find some ingredients here, it doesn't come out the same as it does with the Campbell's soup and French's onions. So I would bring those. Also, I love cornbread stuffing, so I would bring some packages of cornbread mix to make the stuffing. The canned pumpkin is a good idea if you must have pumpkin pie. I would bring a pie tin with you from the states, as I had a really tough time finding a deep dish sort of pie tin like you would use in America. In fact, I only found tart pans at most places. That probably varies according to the area you are in, but it can save you the last minute hassle of trying to find one. Also, I would bring measuring cups and spoons for your American recipes. I make my own taco and chili seasoning, which is so easy to do, so I wouldn't bother bringing that, if it were me. Bisquick is available here. In fact, it might even work better to get the kind sold here, I'm not sure, because the flour is different here. I tried making biscuits with Bisquick I brought from the states and they didn't rise - they were small and hard.
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I haven't tried it with the Bisquick available here, though.
Anyway, if you tell us what your Thanksgiving spread usually entails, then we can have a better idea of what you might be missing.
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