This is partly a "best" list, but I can concede there are some good ones I left out, because they aren't personal favorites. If I were to make a real "best" list, I'd make it longer, to include a few more you might expect. Hover over the links to see which are video and which are text. Also, at least half of these are available complete on YouTube.
Perennial favorites I never miss:
It’s a Wonderful Life 1946: I've never not loved this movie, and I could watch it several times a year. I have it on DVD now, because I wanted to always see it without commercial breaks. We watch it every year on Christmas Eve while drinking eggnog and eating cookies. I think it's kind of a perfect movie.
Holiday 1938: I first saw this as a teenager as part of a double feature with Bringing Up Baby, but to me, it pairs better with The Awful Truth, one of the funniest movies ever made. Holiday has more pathos and tension, and is not a perfect movie, but it is still very funny, and one to hug and adore. TCM is showing it three times in the next three months; watch or record it when you can.
The Man Who Came to Dinner 1942: has a wonderful cast and lots of funny moments. It's staged very much like a play, which is enjoyable. And it has a lot of in-jokes that are extra funny if you know the references, but are still funny if you don't. It was written by Kaufman and Hart, who also wrote the hilarious You Can't Take It With You, which was adapted for the screen in 1938.
Desk Set 1957: This movie is gorgeous. It teams Katharine Hepburn and Spencer Tracy, a pairing I'm not overly fond of, but I like the offbeat nature of it, and all the supporting cast. As not a Tracy fan, this is my favorite role of his. It looks like one kind of movie, but behaves like another. I have this one on DVD as well, and watch it a couple times a year.
The Bishop’s Wife 1947: This is more of a true Christmas film than the previous entries, and I think it's one of the best, because of the cast and the nearly gross sentimentality. It's tender and meaningful, but also humorous. Monty Wooley has a sweet role, completely opposite his role in The Man Who Came to Dinner.
The Shop Around the Corner 1940: I love the setting of this film, and the real caring nature of it. It also feels like a play, and could have been too stagey if not done just right, which it was. When I was younger, I really disliked Margaret Sullavan's character, but I appreciate her more now. I always appreciate Jimmy Stewart. Deeply.
I like these next four, but need to be in the mood, because I'm terrible at watching certain kinds of tension. Honestly, though, it's mainly me. I've watched them all with other people who don't get the same sensation from them, and I do make sure to see them each year.
It Happened on 5th Avenue 1947: In this movie, people without homes for various reasons all end up in a mansion together for the winter. Don't look up too much about it; the story is really fun if you don't know how it will go. I always have this "fear of discovery," but of course, it's a comedy. You know it will eventually all come right for every one. It's got kind of a ham-handed message, but that's part of its charm.
Holiday Affair 1949: This is really good; I'm just never a fan of Robert Mitchum. It's a charming light romance in which a woman ends up choosing the man I would turn down, but that's how these things go, and everyone else is happy in the end. The mother and child scenes are really very good.
Bachelor Mother 1939: David Niven and Charles Coburn are in this film, and I love them both. Ginger Rogers plays the woman mistaken for a single mother, and finds herself going along with the narrative assigned her. I don't generally enjoy stories which go that way, but she's so good and they're so good, and if you've never seen it, you'll laugh.
Remember the Night 1940: This stars Barbara Stanwyck and Fred MacMurray, who are devastating together in Double Indemnity, which was released a few years later. This one's mostly light-hearted, and they have real chemistry between them, which is why, I suppose, they did three more films together. But it's another thing wherein someone has to pretend to be someone they aren't, and a little of that goes a long way with me (which is why I hardly ever watch Christmas in Connecticut.) There's a fairly recent remake of this story, but I don't recall the name because I didn't like it.
And that reminds me to mention sometime this week I'm going to share a "contemporary" Christmas film list, but it will be all TV movies, because I enjoy those far more than the broad comedy ones that tend to appear on the big screen these days.