"It was the Yuletide, that men call Christmas though they know in their hearts it is older than Bethlehem and Babylon, older than Memphis and mankind." - H.P. Lovecraft, The Festival
Many people enjoy working a little festivity into their roleplaying games, and there really is no reason that Christmas should not be workable into any Mythos chronicle, Keeper and investigators willing. Below are some rough ideas Keepers may use for inspiration in adding a bit of Christmas to their games.
The Cosmic Christmas
Christmas occurs near the time of the Winter Solstice in the Northern Hemisphere, when the Earth is tilted farthest from the sun. This is rarely exactly on Christmas day, but occurs almost invariable during the Christmas season. At this precise point in the long cycle of the year, the night is at its longest, the sun at its most distance. At this cosmological moment among all others in a calendar year, certain things that hate light or dwell in the darkness beyond this world may be closer than at any other time - a portentous night for such beings and forces to interact.
The Flight of the Nightgaunts occurs annually on the winter solstice, in the northern hemisphere. From some secret holes, the Nightgaunts emerge as a great mass, flitting silently in a tremendous migration to commune with Nodens in the Abyss beyond the world. Many cults and wise men mark their flight, seeking to divine omens in the beatings of their wings, or timing the black miracle with a saturnalia and blasphemous rites of their own.
Using the Flight: Barring tremendous magic, the investigators can do little to stem the migration of the Nightgaunts; the event works best as an event of supernature, as implacable as an eruption or earthquake, and likely as unexpected. Cults do not trigger the flight of the nightgaunts, they celebrate it. Ideally, the investigators should be dealing with a cult ceremony on the solstice, and the appearance of the nightgaunts is a complete surprise - and perhaps a means for a prominent NPC to escape on the back of a nightgaunt, not to be seen again for some time, if at all. Witnessing the mass migration of the nightgaunts costs 1d10/2d10 sanity - these are mythos beings in their hundreds and their thousands, at the height of their power.
The Christmas Star related to in the stories of the Nativity has many possible cosmic sources, and innumerable scholars have searched the ancient records of astrologers and stargazers in an effort to ascertain the date and substance of the event. Most promising, perhaps, is an unexplicable comet or nova seen in 5 B.C. - which would generally coincide with the possible true date of the Nativity.
Using the Star: Certain cosmic phenomena are momentary, occuring once and then never repeating. However, an eminent astrophysicist believes that the object taken as the Christmas Star in 5 B.C. - actually a comet - will return once again this year, appearing brightly in the sky as it approaches the Earth again after a circuit of nearly two thousand years. The investigators may be invited to his distant observatory, located high in the hills and away from thelights of the city, to better observe the event. Unfortunately for the investigators and their friend, the object is no mere comet, but a fragment of far Yuggoth, torn from that black planet in some terrible catastrophe. Inscribed on that mere fragment are horrible, portentuous signs - and worse, for crawling on it still are terrible inhabitants, trapped for millenia. 1d4/1d6 Sanity loss to view these things through the telescope, and the sight of it will haunt the investigator's dreams for months as the distant entities endeavor to contact the investigators based on that brief, brief contact.
The Pagan Christmas
The original date of the Nativity was never determined accurately, since by the time of its celebrations the event had passed from living memory. So instead, the old heirophants fixed the date to coincide with the major pagan celebrations, which it eventually subsumed and replaced. Gone, in the space of a thousand years, were the Bacchanalia and Saturnalia of the Romans, the Yuletide of the northern countries, and many other events. As Christianity gained power and its influence and culture spread, elements of the old pagan rites were adapted into the holiday, or possibly their significance was hidden from the priests as Christian traditions. In this way, Christmas has become the defacto inheritor of many a curious habit, which may trace ultimately to a mythos source.
The Warding of Yibb-Tstll was one such festival replaced, in time, by Christmas. The tradition is strongest in Serbia, where each father who follows the old way is supposed to conduct a small ritual before cutting down a yule tree, and bringing the log home. The log is lit in a solemn ceremony, the sparks are watched as they float up the chimney, and the log is watched to ensure that it burns throughout the night. Much of this rite is forgotten of course, and not every household observes it. None save a few hoary old men and women still remember why it is observed, and they keep to the rite in the old way, for in truth it is an old spell to ward off the influence of Yibb-Sttll, the Patient One, who waits for the old magic to finally be forgotten.
Using the Warding: The investigators are caught in a sudden storm, but are given refuge on a Christmas eve by an old Serbian gentleman. Outside the house, the snow begins to fall in sticky black flakes, and a monster in a green robe is seen, just beyond the light of the windows...and growing closer. The old man stokes the log and intones his prayer, and assures them that they will be safe here...so long as the yule log burns throughout the night. Outside, Yibb-Tstll circles and waits, patiently.
Pagan origins are attributed to many of the more curious Christmas traditions, such as the Julebukk of Scandinavia, when the worship of Thor included that of his goats. It was common then for a "goat" to burst into a party, join the singers and dancers, "die" and "return to life." The tradition persisted for centuries, before finally being forbidden, and eventually returned in a more modest form. Today, "julebukking" continutes, and many Scandinavian communities include a Yule Goat as an ornament, unaware of the original source.
The Sacrifice of Shub-Niggurath is a remnant of Mythos worship concealed by cultists in the Yule Goat tradition - indeed, they claim it is the original rite from which the modern acts and ornaments derive. The rite involves a true spawn of the Goat of the Thousand Woods, who is summoned by the revelry (actually a form of the Call Spawn of Shub-Niggurath spell, requiring 1 Magic point per participant). The presence of the mythos-entity causes the wild celebration to devolve into an actual orgy. At some point during the festivities the spawn's strength will flag from its carnal celebrations, and the cult leader will kill it with an enchanted knife. The cultists will then feast on the flesh of the spawn, and any children conceived during the rite will be Spawn of Shub-Niggurath when they are born.
Using the Sacrifice: Should the investigators stumble across this rite - or its preparations - they will likely be captured by the cult and stuck in a giant wicker Yule Goat for the duration of the festivities. Of course, unless they manage to escape, the Yule Goat will be set alight with the investigators still inside!
The Christian Christmas
Most Christian denominations see Christmas as a high holy day, celebrated through solemn masses, recitations of the scripture, and hymns of praise and thanksgiving. The exact schedule of events depends highly on the country and church, for the many different varieties of Christians have their own rituals and histories.
Tcho-Tcho Christmas is celebrated by a remnant of the tcho-tchos who have converted to a particular Christian sect. They believe that Jesus made pilgrimage to Leng, where he studied magic and the lore of the Great Old Ones at the feet of the tcho-tcho High Lama of Leng, and that his worship incorporates aspects of the strange corpse-cult religion of their forefathers. Considered nigh-heretical by the other tcho-tchos, this sub-sect celebrates Christmas in their own way, combining the traditional hymns, decorations, and mass with heretical liturgies dedicated to Hastur and other entities.
Using Tcho-Tcho Christmas: On the surface, Tcho-Tcho Christmas greatly resembles any other syncretized religion, investigators will likely not even be able to distinguish the Tcho-tchos from any other Asiatic subgroup until they see sure signs of something amiss - blood grooves on the alter, tcho-tcho children proudly displaying Santa Claus dolls with actual claws and sharp teeth, the abundance of missing children signs going up around Chinatown in the days leading up to the holiday...
The Cthulhu Mythos is, at its origins and for the majority of its authors, a secular affair unbound by human notions of religion and holy days. That is not the case for every author, of course. Some choose to believe that Christianity bears with it at least some potence against the Old Ones and their servants on Earth, and if ever that time was best to prey on such sentiment, it's during Christmas.
The New Herod is a mythos-obssessed scholar who wishes to kill all those children born on Christmas Day - for fear that among them will be a new Christian messiah. The exact details of their beliefs may be confused or unclear; the scholar may believe that the child is a reincarnation of Cthulhu, or the actual spawn of Yog-Sothoth. Whatever the case, he is intent on re-enacting Herod's massacre of the newborn.
Using Herod: Humanity, in its desperation and cruelty, can be as horrific as some of the worst Mythos monsters. The terrible nature of Herod's intended crime should cause the investigators to pursue them - in any given encounter, the scholar will attempt to defend his point of view with a mishmash of Christian and Mythos ideas and superstitions, equating the Black Madonna with an avatar of Nyarlathotep and the child as "the heir of the Old Ones." Whether he has any semblance of being right or not is up to the Keeper.
The Secular Christmas
Despite over a thousand years of Christian domination in Europe, Christmas is seen by many as a mere secular holiday, commercialized to the point of unrecognizability. In the 1920s, the popular conception of Santa Claus as we know him was beginning to gel, but was not widespread - and would not be until Coca-Cola used him for advertising in the 1930s. However, the Christmas holiday was gaining more precedence and aspects of the modern festive season we know today.
White Rock Beverages began using the image of Santa Claus to sell Mineral Water in 1915. Very popular around Christmas time, the bottled water came from the White Rock natural spring in Waukesha, Wisconsin. Native Americans and settlers in the area believed the spring waters had magical powers.
Using White Rock: The spring is actually a gateway to the Dreamlands, and the waters bottled with Santa's image flow from the cold rivers in the lands of Mnar. The investigators may discover this when they find a special Christmas present in their latest bottle of White Rock mineral water around Christmas time - a small Elder Sign, shaped as a stone five-pointed star with a curious cartouche in the center.
Department store Santas is a tradition begun in 1890, and by the 1920s around Christmas time Santas can be found in every shape, size, and color on the streets and corners of New York City and Boston. Whether thin Father Christmases or jolly old elves in the Dutch and Nordic traditions, Santas are a very familar sight in the United States and even in Britain.
Christmas Ghosts are an old tradition, when relatives would sit around after the feast and tell stories of treasure and horror. The critical turning point in this tradition, of course, was the 1843 A Christmas Carol by Charles Dickens, which depicted the ghosts of Christ Past, Present, and Yet to Come, but many other supernatural tales circulated, particularly from noted scholar M.R.James.
Using the Ghosts: Yog-Sothoth is the gate and the key, and Dickens' "ghosts" are shadows and fragments of a character who has stepped outside of time, and come back to warn his self. Investigators who happen upon a trio of Christmas ghosts of their own are essentially seeing a mirror image of themselves as they might have been, might be, and might yet become - 1d4/1d6 Sanity loss. The images are themselves intangible, but may utter warnings or provide cryptic advice, remind the investigator of clues that they have missed, or foreshadow events that the Keeper plans for later in the chronicle.