-Sint (aka Saint)
It's about Saint Nicholas. He's one of the sources of the Santa Clause origin.
But over here in Belgium and also in Holland it's The Sint, short for Sinterklaas.
http://en.wikipedia.org/wiki/Sinterklaas
To make things a little interesting if you don't know him,
the guy dresses likes the pope, rides a white horse over snowy rooftops, has a long metal cane and small minions that can go through chimneys.
And in the movie he's evil ofcourse.
Good story, nice settings and sceneries, decent special effects, right amount of blood and overal entertaining enough.
-El Dia De La Bestia (aka The Day Of The Beast)
Not really Christmas themed by it's set during Christmas eve.
A bit weird but entertaining enough.
"A basque priest finds out that the anti-christ is going to be born on Christmas day in Madrid. Helped by a heavy-metal fan and a tv-host, he will try to invoke the devil by committing as many sins as possible to find out the place of birth and kill the baby."
My other favorites that are already mentioned:
-Rare Exports: A Christmas Tale
-Black Christmas
-Gremlins
-Silent Night (2012)
-Silent Night, Deadly Night
-Christmas Evil
-Jack Frost (The Killer Snowman)
-Santa's Slay