There were a few songs with fleeting references to Santa Claus. Two that come to mind are the Merry Go Round song from "Fun Park Fantasies" and Good Things Happen in the Dark from "Who's Afraid of the Big, Bad Dark?". The later episode and "Is there a Muppet in the House" have fear and haunting themes that make them unofficial-Halloween episodes for some. Other than that the only true HOLIDAY episode I can think of was My Muppet Valentine, with a musical valentine from Ralph called Your Special to Me. It was surprisingly one of the few songs woven directly into the plot and IMHO work very well at that.