I actually love classic Christmas-songs, not any particular i could point out, but my dad has some CD that's pretty much a collection of many different songs, sung by different artists, which is enough to get me into the Christmas-spirit.
Apart from that i'd say Opeth and Agalloch has a few songs that would fit under the "winter-feeling", like "Falling Snow" (by Agalloch) and "Advent" (by Opeth) just to mention two songs.