Christmas Ghost Story

Ghost stories aren't just for Halloween. In England, they're a Christmas pastime. (In the United States, though, they're a Forgotten Trope outside of A Christmas Carol derived works.)

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.

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

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.