Bikini Blood Bath Christmas (2009) - Nope, I haven't seen this one, but it's about a holiday party and a massacre. The old girly slumber party trope is revisited with a Christmas spin in this indy flick.
Infinite Santa 8,000 (2013) - Um, this is a little cartoonish sci-fi/horror. Santa's one of the last human survivors, who must kill or be killed in the future.
Jack Frost II - Revenge of the Mutant Killer Snowman (2000) - Jack Frost is a murderous snowman, of course!
Santa Claus vs. the Zombies (2010) - Merry Christmas! Meanwhile, in the suburbs, hungry zombies are busy hunting a family in their very own home.
Silent Night, Bloody Night (1973) - A man discovers that he's inherited a family estate. Quickly subsequent to his arrival at his newly acquired property, murders begin to ensue, beginning on Christmas Eve. The murderer contacts the police to provide a name. The inherited mansion is then converted an asylum. Meanwhile, the murders continue near the Christmas season.
Snow Shark (1999) - I'm rolling my eyes as I post this, but I bet this is so good it's bad! I'm gonna give it a view! It's free to watch anyhow! Yup, it is literally about a shark that terrorizes people in the snow.
Wind Chill (2000) - Two college students are terrorized after they become stranded in their car on Christmas Eve.