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While I love Winsor McCay and all he did, another one of my favorite early 20th century cartoonists is George Herriman, who most famously drew the strip Krazy Kat. He didn't do too much in the way of Christmas comics, but he did a couple. This one shows how generous Krazy Kat is to a dog family. He gives them some "brickwets" to make a fire and keep them warm, even though he has to sleep outside in the winter cold as well.
Krazy Kat has long been one of my favorites, because of the fun drawings, the clever dialogue, the interesting dialect that always comes out of Krazy's mouth, and the incomprehensible love triangle between Krazy, Ignatz, and Officer Pup.