It's not a Christmas game, but it is a wintry game: Frostpunk.
It's a city-builder survival game where the ambient temperature rises and falls. I only play it during chilly months, and sometimes I turn the heater off while I'm playing it to really get in the mood of the game. It's not cheerful, or merry, or bright, or about Christmas... But other than for two years in Canada, I haven't live in places that have gotten lots of snow. Frostpunk makes me feel wintry.