Are you familiar with Turducken?
A turducken is a de-boned turkey stuffed with a de-boned duck, which itself is stuffed with a small de-boned chicken.
-- Wikipedia
Well, this year my wife's side of the family celebrated Thanksmasgiving.
Sorry, there were no exact matches to your query.
-- Wikipedia
No, that's not a mistake, Wikipedia has not yet found this obscure blending of holidays. Google only returns a single result (not quite a Google Whack as Answers.com doesn't recognize Thanksmasgiving either) which this post will probably ruin.
Using the pattern of Turducken, Thanksmasgiving must be:
Thanksmasgiving is a holiday in the United States where a Thanksgiving contains a Christmas which in turns contains a Thanksgiving.
-- me
Thank goodness that the 'inner' Thanksgiving does not contain a Thanksmasgiving (or does it?)!!