Christmas Ghost Story

Ghost stories aren't just for Halloween. In England, they're a Christmas pastime.

And if a horror- or supernatural-themed series has a Christmas Episode, there's a fair chance it'll be a Christmas ghost story.

Anime and Manga

 * Rental Magica has ghosts play a major role in its Christmas Episode, "A Requiem Offered on Christmas Eve" (episode 12 in broadcast order, episode 13 in chronological order).

Film

 * All of the movies based on A Christmas Carol.

Literature

 * A Christmas Carol is the best-remembered of the Victorian-era Christmas ghost stories, but is far from the only one.
 * Frederick Forsyth's novella The Shepherd.

Theater
"I have heard (but not believ'd), the spirits of the dead May walk again: if such thing be, thy mother Appear'd to me last night; for ne'er was dream So like a waking."
 * Being primarily an English literary trope, The Zeroth Law of Trope Examples applies here: The Winter's Tale