Spiderman Miles Morales is entirely at Christmas I think.

Stardew Valley has a Christmas day and a winter month.

Killing Floor 2 has I think a month-long Christmas event with special maps and heavy metal renditions of classic Christmas songs as the soundtrack and monsters dressed as elves and gingerbread men and more (this one is my favorite because they go all in on the Christmas horror vibes).

I don’t recall if they ever add anything to the world but The Long Dark does take place in a heavy snowed-in area that feels rather Christmas-y. They may have a Christmas challenge (I’ll research and come back to make sure).

Might be blasphemous but Pathologic 2. I respect a lot of what it was going for, but I grew increasingly impatient with it. I will admit that I don’t have a PC, played it on PS4 which is horribly janky and had to load every 15 seconds. I’m willing to give the game a second chance whenever I get a PC but yeah it just wasn’t for me. I wish I could see what so many YouTube reviewers got out of it but maybe another time.