I wanted to mention one thing. I was thinking movies set around Christmas not necessarily about the holidays, and I forgot to mention "Better Off Dead." Also, feel free to mention any Hanukkah, Ramadan, Kwanzaa or Ta Chiu movies. Don't want to leave anyone out.
Bad Santa is probably my favorite movie of any time period and any genre.
My family has somehow made a tradition of watching Chris Farley videos after our Christmas celebrations. Tommy Boy, Beverly Hills Ninja, SNL: Best of Chris Farley, etc.