There are so many great pieces of art that depict Holy Thursday. A favorite of mine is Fra Angelico's Institution of the Eucharist.
There are also these great one's from Duccio's Maesta.
Notice below how Duccio incorporates two scenes into this one artwork: (1) Christ in prayer on the right, and (2) Christ returning to his sleepy Apostles.
Giotto's depiction of Christ's arrest is also too good to omit.