Of all the genres, science fiction seems to be the most lacking in the holiday spirit.  In fact, there are precious few holiday references in science fiction at all.  Presumably in the future, we have all moved past primitive rites like "tinsel" and "good cheer" and "getting drunk and insulting your boss' wife at the company holiday party."

Unless you want to argue that Santa himself is a science fictional trope, requiring a transition in the space time continuum in order to deliver all of those presents, your options for a sci fi video marathon are limited.

1. Santa Claus Conquers the Martians

This is a timeless classic.  Of what, no one is sure.  Of terror, perhaps.  I had seen it several times before it received the Mystery Science Theater 3000 treatment, and I saw it many times after.  Notable not just for starring Pia Zadora as a child, Santa Claus Conquers the Martians is slow, clunky, and revolves around the idea of Martians kidnapping Santa Claus.  How could you go wrong?  

As Wikipedia notes, this movie "regularly appears on lists of the worst films ever made."  Nothing about it makes sense.  Which is a kindness to the viewer, since the themes of Santa-bduction and slavery would otherwise be too dismal to bear.

2. The Star Wars Holiday Special

This appalling early Star Wars spinoff was broadcast on television only once, but will live on in the hearts and bootleg VHS tapes of fans forever.  From the cast's sweaty, coked-up glazed eye performances to an entire sequence of wookies GRARing at each other as though it had meaning, The Star Wars Holiday Special is a cultural treasure.

Also, there are cartoons, and an acrobatics routine, and singing.

Even George Lucas - the man who brought you Jar Jar Binks - has repeatedly disowned the Holiday Special.  

3. Brazil

It's easy to forget that Brazil is set during Christmas.  Aside from the tinsel garlands that drearily bedeck some of the halls, this is not a festive offering in the least.  Terry Gilliam's loose retelling of George Orwell's 1984 is about as grim as they come.  A paranoid tale of the state's need to crush the human spirit in order to survive, Brazil may serve as the perfect antidote to the relentless holiday cheer.

4. I Am Legend / The Omega Man

I'll be honest with you, I have read the novel I Am Legend and seen The Omega Man (although I have not seen the Will Smith I Am Legend movie).  I don't remember Christmas being in there at all, but the IMDb asserts that they are Christmas movies, and who am I to argue with the IMDb's tagging system?

5. The Nightmare Before Christmas

Although perhaps not technically a science fiction movie, Nightmare's pedigree as a Tim Burton movie set in an alternate reality where Halloween monsters (and decorations) come to life and attempt to forcibly annex Christmas is enough to eke it onto this list.  With music by Danny Elfman, this world building exercise is utterly charming.