The riddle
Why Is Asia Like a Market in Thanksgiving or Christmas Week?
From Conundrums, Riddles, Puzzles and Games, 1902
A country and a bird
In the holiday weeks a market is full of turkeys, and Asia, the riddle says, has one too. The trick is that Turkey is both a bird and a country. Wikipedia describes the country as lying mainly in Anatolia in West Asia, with a smaller part called East Thrace in Southeast Europe. So most of the country does sit in Asia. It borders the Black Sea to the north, the Mediterranean Sea to the south, and the Aegean Sea, Greece and Bulgaria to the west.
How the bird got the name
Wikipedia states that the bird called turkey was named for the trade of guineafowl from Turkey to England. The modern spelling Turkey dates back to at least 1719, and Middle English Turkye already appears in The Book of the Duchess, written in 1369 to 1372, for Anatolia or the Ottoman Empire. The riddle exploits a connection that is real: the same word links a place and a meal because of old trade routes.
Printed in 1902
Sarah J. Cutter's Conundrums, Riddles, Puzzles and Games, in a 1902 printing, asks, "Why is Asia like a market in Thanksgiving or Christmas week?" and answers, "There is always a Turkey in it." An 1890 collection compiled by Charles B. Eaton words the question "Why is Asia like a market in Christmas week?" and J. Gilchrist Lawson's 1924 book restores Thanksgiving.
Another map riddle
Geography makes good riddles because the names double as other words. A related one about a continent is why is Europe like a frying pan.