How soon do lbs show?

The weight gain will start off as waste traveling through your digestive tract. It will end as unused energy. Best guess at food going from mouth to poop is probably 24 hours.

Also a good point "how do they know that?", unless they've worked out the excess calorie intake then they don't. People often mistakenly weigh themselves after a big day and panic. Truth is the human gut is much larger than we think, it can hold up to 10lbs of waste.

I think what we gain eating on Thanksgiving day is really water retention. I know I didn't eat enough to pick up the weight I did but I am retaining water as my wedding ring is tight and it isn't normally. It will drop off in the next couple of days. Just think that one pound is 3500 calories above and beyond your maintenance. So if someone said they gained 5 pounds that would be 3500 x 5 over their maintenance. That's a lot of food and doubt most people can manage that intake in a single day.

I'm not really asking about any one day in particualr; it's just something I've been wondering. I hear some people say things like, "Oh, I gained five lbs at Thanksgiving." How do they know that? Do lbs you gain from overeating appear quickly on the scales?

Its a figure of speech. I just wouldn't worry about it. Get in a good workout and get back on track.

The food is there from the moment you eat it.
Think about it, if you load your plate with a pound of food, it doesn't magically disappear the moment you eat it. It will show up on the scale. The question is how much will get burned off, how much will pass through (waste), and how much will stick around (as fat). Normal digestion takes 2-6 hours for the body to process the nutrients and turn it into fat. The next day or two you might also see an increase in weight from water, especially if you had a lot of sodium, as your body continues to process the nutrients.
That's why they say to weigh first thing in the morning, before you eat or drink, to keep it consistent.