The British have an intriguing history of telling ghost stories at Christmas. The most famous one is probably Dicken’s Christmas Carol with the ghosts of Christmas past, present, and future who haunt Ebenezer Scrooge on Christmas eve. The immensely long running play Woman in Black starts with the protagonist Arthur Kipps being asked by his children to tell a ghost story on Christmas eve.
Here’s a collection of wonderfully 70’s era BBC productions of traditional ghost stories from the likes of MR James, Dickens, etc. They hardly classify as what we would considered horror today, but are a wonderful look back into what scared and intrigued people 100 years ago. I recommend listening to audiobook versions to give them a fair shake. They were originally designed to be told out loud compared to produced into plays (which often mess up pacing/lack description of the experienced horror of the characters).
You can find other productions like Mr. Humphrey’s and His Inheritance. Full of epic 70’s experimental theatrics and music:
Update: Here’s an even bigger collection of videos that includes everything above and more.