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I have done this very thing!  Last year, my first year living in Spain, I recreated a Thanksgiving dinner.  We invited over some of my husband's Spanish family too.  The menu was pared down a little from the more extensive feast we used to have in the US, but still made many of the same dishes.

I was able to find most ingredients.  Sour cream is challenging to find in Ponteareas but I substituted either cream cheese or queso fresco.  I had to go to a neighboring larger city to find a whole turkey in a supermarket (Alcampo).  I also used fresh pumpkin versus in a can since could not find the latter.  Cranberries were also challenging to find to gave up on the sauce that year.  My husband mentioned a store like Cort Ingles may care more American foods, but I decided against the effort of yet another search.

My Spanish family seemed to like most of the foods, especially the Dutch apple pie :-)  Baked squash, baked dressing/stuffing (I don't like to stuff the turkey!) and pumpkin pie was a more exotic try for them, haha. 

Bottom line, you can make a Thanksgiving dinner here in Spain!   Hope this helped :-)  Michelle

I've done quit a few "Acción de Gracias" over the years I've lived in Spain. I live in Alicante. We have a great Central Market, Corte Inglés, and Al Campo. My main problem for quite some time was our gas oven was difficult to keep at the normal baking temperature which made cooking stressful. We finally got a smaller over that was easier to control. My tips are: Buy a deboned turkey at a market. You can get sour cream at a Russian store, or Al Campo (in Alicante) or a bit more expensively at El Corte Ingles. You can but a small bottle of English Cranberry sauce at el Corte Ingles for 5 Euros and give everyone a dollop, or put a few cans of good Ocean Spray in your suitcase when you come over from the US (and generally can use them quite a bit over their best use by date). All my Spanish guests have really loved Pumpkin pie made with large ugly looking squashes from Muchamel, which looks and tastes just like pumpkin with pumpkin spices. Bake the squash, boiling makes it too watery. Serve with nata montada, of course. I've done a lot of stuffed turkeys, but if the oven  is small do the baked potatotes and stuffing apart or in another oven and old fashioned celery/sage stuffing is well liked. Most of my guests would bring  wine, or a dessert dish.