Well, I'm fresh out of episodes, but hey, I still made it til year three! I've had fun digging through various horror anthologies for episodes offering Yuletide-season scares, making this the latest (and last) of the Christmas three-parter: Here's where you can read part one and part two of the series. To everybody a happy holidays, and to Jesus and Rod Serling a happy birthday. I'm off to watch The Twilight Zone.
Five Characters in Search of an Exit
The Twilight Zone
Season 3, Episode 14 (1961)
Exactly what it says on the tin. Five seemingly random people are trapped in a cylindrical room with no memory of who they are or how they got there, but are determined to escape. Now, this makes it on the list almost on a technicality: Though it's a classic, you couldn't tell this is a Christmas-related episode up until the very end. That it takes place during the holidays is actually a part of the twist, but the plot itself is really more in the vein of No Exit or Cube--and, more likely, inspired the latter.
Alfred Hitchcock Presents
Season 1, Episode 23
Don't let the title fool you; this is another episode that has very little to do with Christmas. A married English couple vacation to America and plan to return mid-December, but the husband kills his controlling wife so he can stay there permanently. He's laid plans to start a new life, but the last-act turn makes sure that he's "back for Christmas." It's an interesting watch, but it leans more towards suburban nightmare than holiday-themed horror.
The Twilight Zone
Season 1, Episode 13 (1985)
A priest-slash-astrophysicist's faith is shaken when his team discovers the remains of a great civilization wiped out by a supernova that made the Star of Bethlehem. God might as well have made a cameo: most of the lines here are either in philosophical debate about Him, or in anguish against Him. The whole twist, obviously, is deeply rooted in the biblical Christmas story. It's a pretty faithful adaptation of Arthur C. Clarke's short story, but I do wish they kept the bleaker tone of the text's original ending.