Eternal Love of Dream - beautiful fairy tale like story with some snow scenes (in later episodes). I watched it last year at xmas time instead all TV fairy tales, but it is quite long.
Kakko no Tamago wa Dare no Mono - is winter drama, but it is thriller, so I am not sure if it is good watch for xmas.
Take Off 1 and Take Off 2 - winter sport comedy movies, both are good and I will surely rewatch them during xmas. :)
Yuru Camp△ - camping in winter
My Unicorn Girl - romance and about icehockey, set in winter
I don't remember any drama with xmas theme, only some animes like Tora Dora - that had nice xmas scene. :)
