Spider-Man: Miles Morales
Parasite Eve
And the best Christmas video game imo: Batman: Arkham Origins.
Seriously, nothing is as Christmasy to me as Arkham Origins. There are Christmas themed levels or worlds in plenty of games, but playing as Batman on Christmas Eve in a snowing Gotham that's decorated with lights and trees. Thugs with Santa hats on. Alfred worrying about Christmas dinner. Awesome ending to with a fight set to Carol of the Bells.
https://youtu.be/ttl41uhkkSE?si=VKAFfT-CHwBO0y55
Spoilers for Arkham Origins ending
My Words Were True And Sheamus Made You Believe!
http://imgur.com/Fc39f.jpg