Our family's favorite holiday movie is The Bells of St. Mary's with Bing Crosby and Ingrid Bergman.
It's not really a christmas themed movie, but when I was a child it was always a movie that was on TV right around the holidays and I've always associated it with the holiday time. Now I watch it with my husband and my daughter and we watch it every year at Christmas time. Of course, I have it on DVD, which makes it easier to watch (instead of catching it on TV)!