While you needn't cook separately for vegetarians, it is appropriate and considerate to be sure you make some dishes without animal products. Generally, you can make a great grain or potato side dish for which you don't need chicken stock (you can always use vegetable stock instead). If you have a vegan at your table, that dish should also be dairy- and egg-free. The same is true for at least one of your vegetable dishes. In addition, I offer a bowl of dressed chickpeas along with the green salad, as a way of making that course a little heartier for non-meat-eaters.
If you serve your meal buffet style, quietly let the vegetarian know which dishes are animal-free. For some ideas for meat-free Thanksgiving dishes, see An Inspired Vegetarian Thanksgiving, A Vegetarian Thanksgiving, and Inspired Vegetarian: Thanksgiving Menufrom Cooking Light.