three of my favourite go to Christmas movies:

Brazil
Blast of Silence
Batman Returns (all B's, weird)

Brazil you wouldn't think is a christmas movie but it is and it's easily my favourite Terry Gilliam movies.

Blast of Silence is an old movie but it's a unique one about a lonely hitman whose returned to New York City for christmas and how the city itself as kinda left him behind.

Batman Returns IS a christmas movie and easily my favourite Batman flick. watch it every year.