There is always a lot of debate over certain movies and whether or not they're actually Christmas movies. Die Hard much? Gremlins is one of my favourites to watch at Christmas time. The movie takes place at Christmas, it's based on Billy getting a mogwai for Christmas. How much more Christmas can you get?
Ghostbusters really isn't a Christmas movie and there's no real Christmas theme throughout like in Gremlins, however I found myself watching it one year while making Christmas cookies and it stuck. Now I watch it every year while making cookies. It's a fun movie and I'd rather watch a fun one than a depressing traditional movie.
Emmet Otter's Jug Band Christmas. This is one that not everyone knows about but if you find someone who's familiar you get to reminiscing.
The Thin Man is another one that takes place during Christmas but isn't necessarily a Christmas movie. I still like to watch it during the holidays.
You might be shocked to see who stars in some of the other versions of this story (Keanu Reeves), but this one is my favourite. Frankie and Annette are great together, but Ed Wynn makes anything worth watching. He played the perfect toy maker and Ray Bolger the perfect villain.
There are a ton more. This time of year is great for sitting inside and watching movies so you could make any a new tradition.