This is a fun game that anticipates Santa's visit. Hang up two stockings on one side of the room. Divide your preschool group into two teams. Give each team a bowl of candy. Measure the candy out first so that each team has the same amount of candy. Line each team up behind the bowls and give the first person in line a large spoon. Tell the children that they must place one piece of candy onto the spoon and take it to the stocking. Once they have placed the candy into the stocking, they race back and hand the spoon to the next person in line. If a child drops the candy on the way to the stocking or uses his hands to steady it, he must start over. The group who finishes first or gets the most candy in their stocking by a certain time wins.
These games can be used just like "Pin the Tail on the Donkey" but with a Christmas theme. Create a picture of a snowman and have blindfolded preschoolers try to pin a hat, nose or scarf on the snowman. You also could have them try to pin a bow on a picture of a wreath. Use two-sided tape or poster putty on the back of the object being pinned to make it stick.
This game tests children's throwing skills. Use Styrofoam balls as snowballs and a wreath as the target. Have the preschoolers try to toss a "snowball" through the wreath in order to win a prize. Make sure that the children are close enough to the wreath to do this successfully at least some of the time.
This game helps to illustrate the story from the Bible when Mary and Joseph could find no room in the inn the night that Jesus was to be born. Create "inns" on the floor by using masking tape to make various shapes (this works best on hard floors). Have all of the preschoolers stand on an "inn." Make sure that everyone has enough room to fit on a shape. Instruct them to move around from inn to inn when they hear Christmas music playing. When the music stops, they have five seconds to get in an inn. If they can't find an inn in time, they must sit down. After each round, remove one of the inns (like musical chairs) until you have one or two people left in the game. These children can win some small prize.