The answer is
Turkey
Names I've been given by different people:
Some said I've many faces, some said I'm blue, others said i'm fire.
literal translations:
Japanese and Korean: "seven-faced bird"
Some Turkic languages: "blue bird"
Mandarin: "fire chicken"
Where I can be found:
You can find me on a map, on a table, or, on a winning streak!
Turkey is a country, a food, and a term for three strikes in a row in bowling.
How do you find me:
You can go travel. You can also be good at knocking things down. Oh yeah, be thanksful too.
You can go to the country. You can get a "turkey" in bowling. And you'll find it at a Thanksgiving dinner.
Don't you dare to play sports over my dead body
I think this is referring to the playing of professional sports (namely NFL football) on Thanksgiving Day.