V.M.
We used styrofoam balls as snowballs and tossed them into a target, like a box or something. you could make it cuter
We played pin the nose on the raindeer.
We played a bingo/lottow kind of game with clipart from teh computer or even stickers if you had enough.
We make ornaments by patterning white and red beads on a pipecleaner to make a candy cane. just be sure to prestring ONE bead and wrap the end of the pipecleaner around it as an anchor then the kids just string away, slide a few off so you can wrap the pipecleaner around your end one bend it and you have a candy cane.
Buy those Lawn ornament candy canes and use them as golf clubs.
play pass the present, or pass a beany baby reindeer/snowman/ Gingerbread man.
Sing Little Drummer boy, there are some books you could sing along with as you show the pictures.
read a nativiy story there are lots of cute ones out there, I'm thinking of the oen with the animals --Who is coming to my house.. that's the title. It's darling.
HTH