The last time was 1888, the next time will be 81,056 that Thanksgiving and Hanukkah will be on the same day. I doubt seriously that there will be a United States by then.
Hanukkah celebrates the re-dedication of the temple in Jerusalem after it was desecrated in 167BC by the Syrians. There is nothing intrinsically unchristian about it, although sometimes Christians think there is. In our world, we think of Hanukkah as a competing holiday with Christmas. But Jesus goes to this festival in John 10:22. If you think of how the book of Esther has the feast of Purim to celebrate God delivering the Jews of Persia from Haman, Hanukkah similarly celebrates God's victory over the Syrians.
You can read about the event in 1 Maccabees. Another reason why Protestants in particular might have a residual negative feeling toward Hanukkah is the fact that this book (along with 2 Maccabees), is in the Roman Catholic (and Orthodox) Bible. But just because we don't consider these books Scripture doesn't mean that God didn't deliver the Jews. Historically speaking, it is overwhelmingly likely that there is a core historicity to the story.
The Maccabean crisis is what Daniel 11 was originally about. The crisis played such a formative role on Judaism that it's likely Christianity would look drastically different if it hadn't had happened. Pharisees, Essenes, and Sadducees all arguably were formed as groups in this period. The period provided the lens through which Jews at the time of Christ arguably read the Old Testament.