Don't be a prisoner to your husband's alcoholism. Take your children to visit their family/ies on Thanksgiving. It's your husband's choice to miss out and he's entitled to handle his grief alone even if he's not entitled to give in to the alcoholism.
My FIL passed away two days after my birthday this year. Needless to say it was a pretty crappy birthday. Next year, however, I'm hopeful that my birthday won't be buried and swept under the carpet. Eleven years ago my husband's brother passed away five days before Christmas after a lifelong illness. His death devastated the entire family and wrecked my IL's, but that didn't stop us from having Christmas. Not for the sake of the children.
That's what keeps us going when people that are important to us leave, no matter how they leave... we keep living and we move on because it's healthy and it's a good example for the children. Holidays don't get ignored because the children don't deserve that. The same day my FIL died, my poor little 5 year old niece was crying and then choked back a sob and said, "Wait... can we still have Fanksgibbing? And Christmas? Pwease? Nonnu would want us to still have hah-wi-days! Don't take away hah-wi-days! I love turkey and pwesents!"
The children are what get us through and help us smile. We don't forget or pretend our loves never existed, and we don't pretend that we're not sad. We just don't stop living, and we live in a way to make them proud. Hopefully your husband will see that. But I have a feeling that he may need to see a therapist soon or his drinking will get worse, and not just around holidays.