My fave besides the above:-
Rare Exports: A Christmas Tale (2010) which I discovered thanks to The Villain last year.
But I also like the Xmas scenes in-
Mum and Dad (2008)
Bloodbath At The House Of Death (1984)
Tales From The Crypt (1972)
But my personal favourite christmas short films are the BBC Ghost Stories For Christmas:-
http://en.wikipedia.org/wiki/A_Ghost..._for_Christmas
My faves being A Warning To The Curious, The Signalman, Lost Hearts and A View From A Hill.
Hoping this year to finally see Stigma and The Ice House the only ones I hadn't seen.