Any Rankin/Bass Christmas DVD would work, VeggieTales Christmas movies (The Toy That Saved Christmas and The Star of Christmas), Garfield Christmas, Charlie Brown Christmas
I would keep the movies on the light side for the youngest ones. What may not scare a 10 year old may terrify someone 5 or younger.
"In all this world there is nothing so beautiful as a happy child." - Santa Claus, The Life and Adventures of Santa Claus