To set the holiday mood -- Recommended for ages 4 and up.
Snow

A documentary which captures the rhythmic movement of trains traveling through the winter countryside.
Christmas Tree

A mime impersonates this holiday symbol.
Draydel

The animated story of a Chanukah top who's looking for a child to play the draydel game. In Hebrew, with translation.
Zlateh the Goat

Maurice Sendak produced this live-action adaptation of an I.B. Singer story. With Chanukah coming and not a penny in the house, a poor tailor's son must take the family goat to market.

Plus cartoons,

Christmas Cracker and The Great Toy Robbery