For instance in Luke 18:9-14, the Pharisee prays with himself, "I thank you, God, that I am not like other men!" The guy would be way better off if he were not so thankful.
And from the massacre at Mystic in 1637 on up through Hiroshima and Nagasaki, American Christians have been giving thanks for their success in the mass murder of civilian populations, forgetting that such successes do bad things to the hearts of those who succeed at them.
If we're actually Christians, let's learn to be thankful for the things that God does - for when we deny ourselves in order to do justice and love mercy, for when we decrease so that Jesus may increase. When the world rejoices, we should often mourn, and when the world gives thanks we should generally be ashamed. If we're in harmony with the Spirit of God, won't we be out of step with the world (John 16:20)? Are we giving thanks to God for what he gives, or to ourselves and our own objects of worship for our success in getting over?