Shortly after Lincoln declared a fixed date for Thanksgiving, New York City instituted its annual parade. Along with that, loads of residents, immigrants and the working-class came out to celebrate and mock the "stuffed shirts" putting on the fanfare. Kids picked up on the fun, started wearing masks and dressing like hobos - going door to door ask for treats. In the early 1900's, it was equally known as Ragamuffin Day.
Over the decades, the middle class stopped dressing up but the practice continued from the well-to-do youth dressing as the impoverished, continuing to ring doorbells. Folks got so annoyed that they'd heat up pennies in their oven and throw them into the streets, hoping to burn the fingers of the greedy passerbys.
The Great Depression put a stop to all that and Thanksgiving became more of what we know it to be now. This all actually happened! There is lots and lots and lots of coverage of all this if you're curious to learn more.. which I suggest you do.