I remember one game (Age of Empires?? Civilization?? SimCity??) where @ midnight Santa Clause flew across the screen.  Company gave no warning the 1st year, and subsequent years after reports confirmed it was a joke, but real.

I think world of warcraft has christmas trees and gifts.

These are 'seasonal' events, so only established companies could support such events.  It might be hard to find more.

(btw - WoW needs to add a ninja-loot gift where when you open it, a gnome jumps out and takes one pc of your gear and vanishes yelling, "You roll greed, you roll greed, you roll greed, you roll greed, you roll greed, I roll need poor baby, poor baby!"  They use to have a song on YouTube like that LOL.)