There are definitely some movies that I first saw around Christmas time and whenever I've sinced watched them I've been reminded of the holiday season and when I first watched them. Films like Seabiscuit, High Fidelity and Good Will Hunting, great movies. There are also the family movies like Toy Story, Shrek and The Incredibles that I first watched then and will always associate Christmas memories with.
Its not a movie, but I first watched the mini-series Band of Brothers in the run up to Christmas 2006. Since then I've often rewatched the whole series or at least an episode two around Christmas. I didn't originally watch it because of this reason, but one of the nice things that came out of watching it when I did, is that it does make me take a moment to think about the soldiers back then and today who were away from home and their loved ones at Christmas. In Band of Brothers, Easy Company were in Bastogne for Christmas of 1944 which is depicted in the series, the guys freezing in their foxholes in what was one of the worst winters in Europe for quite some while at the time. Doing their job and trying their best to feel something of the Christmas spirit.