Like this but with more snow
Every Duodecember - a month which only occurs on the Church's Lunar calender* - the people of the Dark Country place presents under trees and hang their stockings high. However, unlike our world they do not do this in anticipation of a day of gift giving, but rather as a ward against a semiannual evil: the Pestilence Man.
Sometimes depicted as a horseman, sometimes as the driver of a sleigh, the Pestilence Man does precisely what his name implies. He is attended by a host of strange, gnomish servants with patchy beards and bulbous noses. They are said to distribute disease-bearing toys to children and hide filthy shoes around houses. All footwear and playthings are placed high in the house so that when one is found on the floor it can be immediately identified for what it is and burned.
Father Winter observed by beings from the Future/Past
In the past, the people of the Dark Country avoided the potential for a grim, plague-filled year by treating with an Old God known to them as Father Winter. They would leave presents and baked goods for him among the trees of the Fog-Bound Forest in hopes that he would descend from the Nameless Mountains to drive away the Pestilence Man and his terrible gnomes; however, Father Winter was capricious even by the standards of Old Gods. It was a rare for the Old Man of the Snowy Peaks to banish the plague-bearers without freezing all of the crops and slaying those found outside after dark. In this way they were able to choose the manner in which they died, but not the fact that they would.
Most peasants still leave presents for this wicked god, for they fear the plague more than they fear famine - which is common enough even without Father Winter's icy breath. The Church frowns upon this practice. They believe that the powers of the clerics of Law will be able to protect the villagers from creatures such as the Pestilence Man and his gnomes. Those clerics living in the Dark Country even claim that the Pestilence Man was banished long ago by a figure they call Saint Santa Claus. Neither the peasants of the Dark Country nor the clergy of the East nor even the clergy of the West believes this, and none but the Bishop of Lychgate and his stooges even believe in the existence of this man.
Despite its continued practice, the presents under the trees have not summoned Father Winter in almost a hundred years. Some believe that the Sword Brothers somehow slew or imprisoned the Old God during their crusade. Whether they did this out of Lawful piety or in diabolic reverence to the Pestilence Man's satanic masters is a mystery to all.
*The lunar calendar of the Church is extremely screwed up due to the fact that the World of Nightwick has a 1 in 6 chance of a full moon each night. This is my stupid explanation for why the Christmas stuff is happening in the campaign world when it would technically be the middle of July.