Uh, let’s see, the first two that came to mind were Kubrick’s “Eyes Wide Shut” and the Paul Bettany flick “Legion”. Both are set during Christmas, but are not really holiday-centric, if that’s what you’re looking for.
And oh, I almost forgot, there’s a New French Extremity film named Sheitan which takes place on Christmas Eve. It is a pretty warped film, but there is a curious shot of Vinny Cassel in drag. ;)
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