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Home Alone (1991) for NES
You play as Kevin, and you must keep the Wet Bandits busy while you wait for the police to arrive, while setting traps and finding shortcuts. The police will arrive in 20 minutes, and you're on your own until then!
Other Home Alone games also existed around the same time for SNES, Sega Genesis, and more.
Daze Before Christmas (1994) for Sega Mega Drive/SNES
This Christmas-themed game was only released in Australia for the Sega Mega Drive, and was ported to the SNES only in Europe and Australia.
All planned North American releases were cancelled, so it never made it's way to the U.S.
You play as Santa Claus as he races to save Christmas from an evil mouse who has stolen kid's presents.
Christmas NiGHTS into Dreams (1996) for Sega Saturn
Christmas NiGHTS into Dreams was a promotional sampler disc released for owners of Sega Saturn during the 1996 holiday season.
The game follows the story of NiGHTS, Elliot, and Claris trying to find the missing star from the Twin Seeds' Christmas tree.
Parasite Eve (1998) for PS1
Aya, a New York City police officer, witnesses people spontaneously combust while attending an opera on Christmas Eve. Only herself and two others did not, and it's up to her to find out what happened.
The Grinch (2000) for PS1
The Grinch watches the Who's from his mountain top, and devises a plan to steal their gifts using his many gadgets. However, after a slight mishap, The Grinch's gadget blueprints fly away from his mountain, and now he must retrieve them.
Hitman: Blood Money (2006) for PS2/Xbox/Xbox 360
Agent 47 has to infiltrate a Christmas party in Colorado to take-out a porn tycoon and the son of a U.S. Senator.
Rudolph the Red-Nosed Reindeer (2010) for Nintendo Wii/Nintendo DS
Rudolph the Red-Nosed Reindeer is a video game based on the classic television special of the same name.
The game is comprised of four minigames, where up to two players can compete. Playing these minigames can unlock different characters to use.
Batman: Arkham Origins (2013) for PS3/Xbox 360/Wii U
This game takes place before the other Arkham titles, with Batman encountering some of his foes for the first time. Much of the game takes place during the holiday season.
Persona 5/Persona 5 Royal (2016/2020) for PS3/PS4/PS5
Persona 5/Persona 5 Royal (2016/2020) for PS3/PS4/PS5
In Persona 5, the game's climax takes place on Christmas Eve, and the player must essentially defeat the God of Control, Yaldabaoth, to save the world. Persona 5 Royal, as long as certain conditions are met, has additional playable content that takes place for the next couple of months after this final battle.
These games also have additional DLC that dresses the main characters in Christmas-themed attire.