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If we are to take the stories of Santa and his reindeer at face value, then I imagine this would happen quite often. So often, in fact, that it would probably be quite a professional hazard for Santa on Christmas Eve. I also would assume there would be far more stories around the world about mysterious holes in the ceiling appearing overnight. I think it's more likely, then, that the sleigh doesn't actually land on the roof, but that the reindeer just hover slightly above the roof and Santa jumps down through the chimney. This would help him to avoid roof damage, as well as save the time it would have taken to land and take off.