Reddit mentions of Winter Night Classics: Literature's Best Christmas Ghost Stories: The Horror Connoisseur's Christmas Reader

First of all I would go with the M.R. James collection from Oxford Press, either the hardback or paperback. He didn't write many that actually took place during Christmas, but they are still absolutely perfect for the season.

If you want stories that take place during the season or tie into it, and you try any besides the Valancourt books (which are wonderful), I would go with these: https://www.amazon.com/Fireside-Ghost-Stories-Christmas-Eve/dp/1977752810

https://www.amazon.com/Winter-Night-Classics-Literatures-Connoisseurs/dp/1519762178/ref=pd_sbs_14_t_1/141-3247855-4177239?_encoding=UTF8&pd_rd_i=1519762178&pd_rd_r=9e7233cb-888c-4c6e-a5f2-884918e3eedd&pd_rd_w=HvbTA&pd_rd_wg=9a4Jo&pf_rd_p=5cfcfe89-300f-47d2-b1ad-a4e27203a02a&pf_rd_r=DF8BMC8TQ2Q5X4WVW60Z&psc=1&refRID=DF8BMC8TQ2Q5X4WVW60Z

I would also recommend the novel Midnight Sun by Ramsey Campbell, which was my Christmas read last year along with the M.R. James collection, and I would also recommend this short story of his called Christmas Present, which can be listened to here: http://pseudopod.org/2017/12/24/pseudopod-575-christmas-present/ One of my favorite short stories and I love the atmosphere in that recording, with the sound effects and all. You might also try The Last Feast Of Harlequin by Thomas Ligotti, and The Yattering And Jack by Clive Barker (short stories). Also, this short called The Triumph Of Night by Edith Wharton which may appear in the anthologies mentioned, but I'm not sure as I remember reading it online myself: https://www.gutenberg.org/files/24351/24351-h/24351-h.htm I would also recommend Maynard's House by Herman Raucher, which is sort of one of those "forgotten" novels, and one of my favorites. Not exactly Christmas related, but definitely winter themed & claustrophobic. Just wanted to throw it out here in case you haven't heard of it! Also, Drood by Dan Simmons is a favorite of mine around this time of year. This next one I have yet to read, but December by Phil Rickman seems to take place during said month so I would assume it might work here as well. One more rec, just in case you want some modern Christmas shorts: Hark! The Herald Angels Scream by Christopher Golden. I absolutely loved Farrow Street by Elizabeth Hand, Christmas In Barcelona by Scott Smith and The Hangman's Bride by Sarah Pinborough, those 3 alone were worth the price of admission for me.

I'm right there with you on enjoying the classics, though. Some of my absolute favorites for this time of year: The Phantom Coach by Amelia B. Edwards, The Old Nurse's Story by Elizabeth Gaskell, The Festival by Lovecraft & The Glamour Of The Snow by Algernon Blackwood. If you want eerie wintery atmosphere, you can not go wrong with the classics. They just don't write em like they used to, in my humble opinion. Enjoy & Happy Holidays!