Here are some I highly recommend.
1 The Office (the UK version starring Ricky Gervais)
This is a two-part special that was filmed as a sort of epilogue to the original series. It is balls out AMAZING. Beware fans of the US version of The Office, watching this will ruin Jim and Pam's love story. They are bullshit compared to the seething Victorian melodrama of Tim Canterbury and Dawn Tinsley.
After you watch this the song 'Only You' by Yaz will become a Christmas song even though it isn't.
2. Wings - A Terminal Christmas (Season 1)
To be honest, I just picked the Christmas episode from the first season to make it easy. I love the show Wings. I own it on DVD... all of them, every season. I might be the only person in the world to own every episode ever made of Wings. I hope not, but there is a strong possibility that I am. And I'm becoming okay with that.
3. A Colbert Christmas: The Greatest Gift of All!
Stephen Colbert filmed a Christmas special for The Colbert Report and released it on DVD... and it is just so stupid... so stupid and so funny.
4. Seinfeld - The Strike
In my family this is the king of "Christmas" episodes... and it's not even a Christmas episode. This is the episode of Seinfeld where we all learned about the holiday of Festivus. And the world was never the same again.