Artisan's -- Bygone Christmas and Paper Angels (w/ Big Red, a Santa Claus version of Riders in the Sky)

Golden Bough's -- Winter's Dance (w/ Det Va Den Heilage Jolekvell, an incredible Norwegian Christmas song)

... and my personal favorite, though I have no idea if it is available anywhere now, is

Horslips' -- Drive the Cold Winter Away (w/ a Christmas song in Manx! How cool is that? Ny Kirree Fo Niaghtey , it translates, The Sheep Beneath the Snow)