Most years, Sideshow will release a holiday version of a figure (or sometimes two). Basically, they'll have a santa suit and hat.
Problem is, finding them.
Another option (though potentially expensive) is these 1:6th Santa statues sold at Michaels.. as Christmas is now over, you could probably pick them up for a bit less but either way, they have nice looking cloth outfits. I can't speak on how removeable they are.