I have received what I needed to know.

I would. It's really the company's fault for not communicating better with both the employee and the supervisor who "didn't know" he had been terminated.

It's impossible to point you to a law that doesn't exist. Providing holidays is entirely a matter of company policy. You aren't obligated to pay this employee for the Thanksgiving holiday but I probably would do so too.

Are you required to pay for the holiday by law? No. Assuming this was a non-exempt employee, you have no legal obligation to EVER pay for holidays unless there is a binding contract or policy that says otherwise.

But I agree with Patty that the cost of paying for the holiday will be less than the cost of defending your decision, however legal, should he decide to make an issue of it.