Batman Returns

Some Christmas movies aren't really about Christmas - they use the holiday as a backdrop and refer to it from time to time in order to accentuate the story. Die Hard is a good example of this, but another one is Tim Burton's underrated sequel Batman Returns.  In it, Michael Keaton's Batman takes on The Penguin, Catwoman, and (best of all) Christopher Walken as department store tycoon Max Schreck, and he does it all in a snow covered Gotham City.

Tim Burton has admitted that he has a thing for the holiday season, perhaps because "it has something to do with growing up in a California suburb, where the only way to tell the passing of seasons was when people broke out the holiday decorations". His trademark style seems to go very well with Christmas, as evident in Batman Returns but also in Edward Scissorhands and The Nightmare Before Christmas. 

Aside from all the snow, Wayne Manor and Schreck's Department Store are decked out for the holidays.  A climactic scene takes place at the Gotham City tree lighting ceremony, where Schreck gives an awesome speech and Batman defends Christmas from The Penguin's gang of freakish clowns. Even in the flashback at the beginning of the film, Paul Reubens celebrates Christmas by dumping his young, beflippered son in a river.

So if you're looking for an unconventional Christmas movie that captures the spirit of the season despite being dark and weird, go for Batman Returns.  You could also go for Nightmare Before Christmas, if you shop regularly at Hot Topic.