Something that doesn't require fridge space and doesn't need to be served/dealt with right away. It's hard without knowing what your brother and his family like and already have, and how old their kids are. A bottle of wine and one of sparking cider? A set of holiday-appropriate dish towels? A Thanksgiving-themed cat or dog toy if they have a pet?
I would also offer in advance to go out and pick up bagels or doughnuts and coffee or something for breakfast the morning you are there, so they don't have to plan to feed you that meal as well.