In the first season, whereas the rest of the run of Newhart had no Christmas episodes. Meanwhile, all six seasons of The Bob Newhart Show had a Christmas episode. So to put things into perspective, with Bob Newhart's sitcoms, there were seven straight seasons of Christmas episodes, followed by seven straight seasons of no Christmas episodes.

There was a "quasi" Christmas episode in season 3, called The Prodigal Darryl; the subplot of which is that Dick and Joanna want to get their Christmas picture done ahead of time(I believe the setting is the month of May), so they decorate the fireplace and a tree that George brings in, and Michael even brings presents for Stephanie, while they all sweat in their winter clothing.
That idea runs through the whole show, with various people from the outside joining them in the "Christmas festivities" and singing Christmas songs.

Speaking of that Christmas episode(from season 1), I have been watching some episodes from season 4 and on the episode entitled "He ain't human, he's my cousin" there is a nice bit of continuity in that even though it was established in "No Room at the Inn" in season 1 that George had no living relatives, in "He ain't human..." it is found out to everyone's surprise that he does indeed have a long lost cousin(and an obnoxious one at that) that George never even knew was still alive.

Just thought that was a nice continuation of that plot point all the way back from season 1.