This is going to sound odd, but this is a UK thing.
Zulu is often shown on television at that time, and it is one of my favorite films (almost a character study of the people in it and how they deal with the stress of an unwinnable battle, and a historical documentary looking into hipocracy and insanity of the army at that time).
For "proper" Christmas films, Die hard, Muppet's Christmas Carol, the Patrick Stewart Christmas Carol, and Earnest Saves Christmas are amazing (as stupid as the Earnest film is, it has one of the best portrayals of Santa in it).
Edit: Da na na na na, Nearly forgot Long Kiss Goodnight, Da na na na na, Just watched it last week.