Fantasy: A Christmas Carol(Only the George C Scott version)
RomCom: Love Actually…come on.
Action: Die Hard.
Horror: The Shining

Bad Santa is kind of just in a league of its own but it is a great christmas movie nonetheless.

The Ref is an absolutely hysterical film. I would definitely add Planes, Trains & Automobiles, one of my favorite comedies.

On Her Majesty's Secret Service. The Christmassy Bond film. And a great, great film to boot, despite the relative weakness of George Lazenby as an actor.

Does The French Connection count? Gene Hackman hunting down crims in a Santa suit…

And, I apologize for the double post here, but I just remembered probably the best unorthodox Christmas film ever: The Lion in Winter. It's almost a parody of your normal Christmas movie, and it's certainly my favourite of all time. Watch Medieval English royalty try to outfox each other while pretending to enjoy Christmas together. Great stuff. Also happens to be one of the finest displays of ensemble acting you'll find anywhere.

A Christmas Story and Elf are absolutely hilarioius. I never get bored of them.

The Ice Harvest, the Alastor Sims version of A Christmas Carol, Bad Santa, It's a Wonderful Life, and The Santa Clause has always been a personal favorite of mine. Only the first one though.

I grew up on Willy Wonka and the Chocolate Factory (1971), and it's probably what got me into film at such a young age. That would be my #1 holiday film. (Well, I think of it as a holiday film, I'm not sure about everybody else)

The Family Man (It's my favorite movie, don't judge me.)
Harry Potter and the Sorceror's Stone (I love "Christmas at Hogwarts")
You've Got Mail (It takes place around Christmas, right?)

Along with some others people have already suggested, I'd say this is a pretty solid list.

Jingle All The Way is a seriously fun Christmas movie.
Ghostbusters 2 is another Christmas time movie I really like.
Silent Night Bloody Night is a movie I haven't seen personally but am pretty sure falls into the area your planning on talking about.
Home Alone 2 is my choice out of that "franchise"
Not sure how you think of Eternal Sunshine of the Spotless Mind (other than it awesome of course) but the time frame is winter-ish not exactly christmas but maybe you could talk about it.

I don't think anyone has said It's a Wonderful Life. Which I personally believe is by far the best Christmas movie of all time.

Well considering that you named off a bunch of movies in your opening paragraph, i have no choice but to re-list most of those and add in a couple others… seeing as how i watch most of those every year about this time of year… so here i go.

Planes, Trains & Automobiles, Dutch and Zach & Miri Make a Porno for Thanksgiving
(I'd list Home For the Holidays with Holly Hunter and Robert Downey Jr., But i've never seen it)

Die Hard, Die Hard 2: Die Harder, Gremlins, Kiss Kiss Bang Bang, Bad Santa, Just Friends, Elf, How The Grinch Stole Christmas (both the animated and the live action versions), A Christmas Carol, It's a Wonderful Life, Fred Claus (yeah, yeah, don't give me shit, i like it), The Santa Clause (just the first one), Love Actually, Edward Scissorhands, Scrooged (this one is essential every Christmas Eve for me), The Family Stone, Home Alone, Home Alone 2: Lost in New York, National Lampoon's Christmas Vacation, Serendipity, Sleepless in Seattle, Trading Places, Miracle on 34th Street(original), Rules of Attraction… That pretty much takes care of Christmas movies…

I do have an old 1960's Indie film called A Blast of Silence that Criterion put out last year, I haven't watched it yet.. but I know it's about a hitman carrying out his "job" on Christmas Eve in New York City… I've been putting off watching it till after Thanksgiving, just because.

As far as movies i don't have on DVD, but could be watched around the winter Holidays go, there's: Fargo, Strange Days, an Indie film called In Search of a Midnight Kiss (haven't seen this one myself, but I have heard great things), Snow Day (all hail Emanuelle Chriqui), Cliffhanger, Adam Sandler's 8 Crazy Nights….

Thats about all I can think of at this point, save for a few bad Christmas themed horror movies that I've never seen and don't feel like listing.

On a personal note, I can see why The Shining would on this list, but for me, it's always been a Halloween movie… that is why I left it off of this list.

@Peyton: Nevermind, Brian did.

The Merry Gentleman
Joyeux Noël
Ravenous

Ron Howard's How the Grinch Stole Christmas
Elf
The Santa Claus (first one only)
Home Alone 1 & 2
The Holiday
A Muppet Christmas Carol

All classic films for the Christmas season

Snow Day. That's what I'm talkin' about, Danny.

Fargo. Ya!

Not a whole lot to add to the aforementioned films, I just feel the need to point out how happy I always get when you mention Love, Actually as it is a film I am an extremely vocal supporter of

Love Actually is very good.

Bad Santa is a recent holiday classic though imo.

I'm from Australia so my winter holiday has nothing to do with Christmas or Thanksgiving (when is that?) but I do love a good white Christmas movie. My Christmas is about 30c.. But I'll play along…

My Favourite Christmas comedy is National Lampoons: Christmas Vacation.
I also love Just Friends. One of my favourite comedies ever.

Some already mentioned:
Home Alone 1 & 2
Bad Santa
Kiss Kiss Bang Bang
Elf
The Santa Clause
Harry Potter and the Philosopher's Stone

EYES WIDE SHUT! Yes. Definitely include it on the list. You already know how great it is, Brad, having recently honored it with a 10th-anniversary article. :D

Others: "Love, Actually" (you love this one, too, Brad. :D). And "Die Hard." And… hmm. I only watched the last half of "It's a Wonderful Life." Otherwise, I'm sort of coming up blank as to holiday-themed movies. Out of the 50-something movies I have right now, EWS & "Die Hard" are the only ones that take place during a holiday! But I'm sure there's other holiday films I like.

@Ben:

Damn right!, Ha Ha… i need to find that movie on dvd at some point, just because

Compulsory family viewing in our house is

National Lampoon's Christmas Vacation

Planes. Trains and Autombiles

Bernard & the Genie (hard to find English comedy with Lenny Henry, Alan Cummings and Rowan Atkinson).

Technically, Lethal Weapon and Die Hard both take place during Christmas…

I Was Wondering If I Should Add Things Like Kiss Kiss, Bang Bang Since It's Not A Traditional Holiday Film. But I'm Glad I Can Cause Otherwise My List Would Have Been Very Short. Not Sure If Some Of These Count But Since There Is Snow Throught The Entire Movie I'll Add Them.

The Nightmare Before Christmas
Kiss Kiss, Bang Bang
Love Actually
Alfie (Remake)
The Rules Of Attraction
Millions
Edward Scissorhands
Willy Wonka & Charlie And The Chocolate Factory
Elf
How The Grinch Stole Christmas
The Year Without A Santa Clause
A Christmas Story
The Muppet's Christmas Carol
Scrooged
Gremlins
The Shining
Four Brothers
The Weather Man
Lars And The Real Girl
Eternal Sunshine Of The Spotless Mind
Winter Passing
The Matador
Catch Me If You Can
Dreamcatcher
The Thing
30 Days Of Night
Let The Right One In.

Brazil!

Just saw The Merry Gentleman tonight. Very underrated, and an impressive directing debut for Michael Keaton. Kelly Macdonald was terrific, too bad she'll probably be overlooked for Oscar consideration.

I think the films we most remember and love to watch at Christmas are the ones that are directly related to it somehow. Obviously anything with Santa and snow in it qualifies but also ones that involve the lesser aspects such as chocolate etc.

Jack Frost
Untamed Heart. (Christian Slater)
Forrest Gump
Mean Girls (but it has all holidays)
Girl, Interrupted

I think Into The Wild provides a good feeling of winter at certain scenes with the wintery landscapes.