Christmas Ghost Story

Ghost stories aren't just for Halloween. In England, they're a Christmas pastime. Winter time with its long cold nights has historically been a time of death - it's only with modern medicine that the dread of winter has been beaten back (but not driven away completely). Remembering that, the solstice is the perfect time for ghost stories... and Christmas falls near the winter solstice in the Northern Hemisphere.

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

In the United States, though, they're a Forgotten Trope outside of works derived from A Christmas Carol.

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.
 * The Shining. While the novel is more obvious about its ghosts being ghosts, the film still has the storeroom door unlocked by some sort of supernatural agency.

Literature
"The story had held us, round the fire, sufficiently breathless, but except the obvious remark that it was gruesome, as, on Christmas Eve in an old house, a strange tale should essentially be, I remember no comment uttered till somebody happened to say that it was the only case he had met in which such a visitation had fallen on a child."
 * A Christmas Carol is the best-remembered of the Victorian-era Christmas ghost stories, but is far from the only one.
 * The Story of the Goblins who Stole a Sexton (from The Pickwick Papers), The Haunted Man and the Ghost's Bargain, and The Haunted House, all by Charles Dickens, are also Christmas ghost stories.
 * Frederick Forsyth's novella The Shepherd (the reading of which on Christmas Eve has become its own Christmas tradition on CBC Radio).
 * Washington Irving makes reference to Christmas ghost stories in The Sketch Book of Geoffrey Crayon, Gent..
 * Hogfather is the Discworld series's Christmas Hogswatch ghost story.
 * The Raven, by Edgar Allen Poe, is set "in the bleak December".
 * The Turn of the Screw, by Henry James, makes clear from its very beginning that it is a Christmas ghost story:

Live-Action TV

 * A Ghost Story for Christmas has shown adaptations of twelve Christmas ghost stories on BBC (1971-1978 on BBC One, 2005-following on BBC Four), airing a different story each Christmas.

Music
"There'll be scary ghost stories and tales of the glories of Christmases long, long ago."
 * The classic Christmas song “It's the Most Wonderful Time of the Year” invokes the original trope in the line

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

"Now I remember those old women's words, Who in my wealth would tell me winter's tales, And speak of spirits and ghosts that glide by night"
 * The Jew of Malta, by Christopher Marlowe (predating Shakespeare's example by 34 years):

Western Animation

 * In the Real Ghostbusters episode "Xmas Marks the Spot", the Ghostbusters accidentally busted the Christmas ghosts... and altered the future.
 * Parodied in Aqua Teen Hunger Force with the Cybernetic Ghost of Christmas Past from the Future.