I would've never thought of it, glad someone did. Fall pillows made from inexpensive placemats from Walmart. Rip seam open a little, stuff them, and sew up edge. Not sure I'd make fall leaf pillows, but this same idea could work on other placemat shapes.
Thanksgiving Mom Challenge: 7 Mini Challenges to Make Your Kids Thankful this Thanksgiving. This is a great article about specific ways to help kids understand what it means to be thankful (something they may not naturally grasp)