Surely, this excerpt is one explaination to the question of where 'Santa Claus' got his reindeer:

From Santa Claus: Last of the Wild Men by Phyllis Siefker (1997, MacFarland and Company, Publishers):

. . . Dressed in goatskins and wearing a frightening mask and horns, the Yule buck visited children's houses, giving gifts and threatening the nonconformists. Sometimes this character, wearing a buck head, "went after" children. In some areas, the Julbok survived as a straw puppet tossed from hand to hand in games, and in still others, survived only as a buck-shaped cake.

According to Ruth Cole Kainen, in America's Christmas Heritage, the Yule buck is one European creature who made the crossing to America, where he lived on on Hatteras Island, North Carolina, late into the 1700's. Christmas there began with a parade of fife and drums, and shortly before dark the townsfolk dressed in "grotesque" costumes. Then Old Buck emerged from the woods, where he had lived all year. With a steer's head and horns on a pole body covered in quilts and adorned with a bell, Old Buck rushed at the crowds awaiting him.

[. . . ]

The Julbok survived in another capacity, pulling the sled for the gift-giver known as Jultomten, a Yule elf. [. . .]

Despite Jultomten's popularization as a fun-loving gift giver, however, an undercurrent of fear lives on at Sweedish Christmas. Adults in the mid-twentiethe century considered Jultomten a destructive spirit, and set out porridge and milk on Christmas Eve in the hopes of warding off his malevolence. And, although the Yule goblin brings gifts, there is a dark side to the visit as well, and the whole family sleeps together on the floor on Christmas Eve as protection against the goblins who roam the earth during Yuletide.

---
(pages 159-160)

And tonight, in Iceland, the first of the Yule lads, "Stiff Legs," arrives.