Traditions come in a lot of different forms, and one that has endured for many years is the special little LEGO sets that come out as holiday treats. The sets are very small, easily fitting into a stocking, and have that classic LEGO vibe. None of those giant single pieces that replace many smaller ones, no elaborate special bits. Just doing what LEGO does best, letting you and your kids create a joyous cubist landscape.
The set pictured here is from 1989. How it's survived this long without being raided for pieces, I'll never know. The suggested model on the front is great, but the back has some great ideas too... after Santa goes home for Christmas, you can use the same pieces to build an eskimo. Or construct a freight haulin' ship for Santa to use next year if the weather is rough and Rudolph has a runny nose.
Lionel train that ran under many Chicago Christmas trees.
Lego Christmas sets from a few years back