Answer:
Because on November 5th, 1605, Guy Fawkes was discovered guarding 36 gunpowder barrels, enough to reduce the House of Lords to rubble and take King James I with it. Fawkes was arrested and the plan to blow up the building, called the Gunpower Plot, had failed. Celebrating the fact, that the king had survived the attempt on his life, the parliament introduced the Observance of 5th November Act, which enforced a public day, thanksgiving, to be held annualy. That is also why in many places thanksgiving is called Guy Fawkes night.
