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The oddest entry in the canon would have to be Harlan Ellison's short story, "Santa Claus versus S.P.I.D.E.R", which portrays Santa Claus as a James Bond-influenced superspy whose red suit makes him into a walking armoury. The second oddest may be Clive Barker's "The Yattering and Jack", wherein a demon reanimates the Christmas turkey as it sizzles in the oven. (Anyone planning to cook a turkey tomorrow, imagine if the damn thing battered its way out of the oven and attacked you.) H. P. Lovecraft's "The Festival", a quietly horrifying description of "traditional" holiday celebrations, runs a close third.
Terry Pratchett gives us one of the best long-form tributes to the season in Hogfather, which deals with the Discworld version of Santa Claus. It's easy to take Pratchett's pork-dispensing character as a simple parody, but, as with all of Pratchett's creations, the underlying elements that he references provide a fascinating perspective on the evolution of mythic figures.
However, when I started this posting, one work came immediately to mind as the most memorable seasonal piece: Arthur C. Clarke's short story, "The Star", an uncharacteristically somber piece for Clarke. A Jesuit scientist, part of an expedition to the Phoenix Nebula, discovers that the supernova which produced the nebula destroyed a civilization not unlike our own. His other discovery shakes his faith:
There can be no reasonal doubt: the ancient mystery is solved at last. Yet, oh God, there were so many stars you could have used. What was the need to give these people to the fire, that the symbol of their passing might shine above Bethlehem?
- Sid