Macy's and Black Friday go together like peanut butter & jelly so it's no surprise that the megastore is opening it's doors early again. According to BestBlackFriday.com, Macy's will open at 5 p.m. on Thanksgiving for the second year in a row. Macy's has yet to confirm when they will open but last year saw many stores open 5 p.m.-2 a.m. Thanksgiving night.