One of them is Día de las Velitas (Day of the little Candles) in Colombia. It starts in most places on December 7th, the eve of the feast of the Immaculate Conception. Colombia is a very Catholic country, and this holiday reflects that tradition. Although when I was teaching it to the students, I didn't go too deeply into origin of the holiday. The pictures of the holiday was all that they were interested in anyway.
To incorporate this holiday into our house, we lit candles and listened to some of the traditional Christmas music that they sing in Colombia. They are called villancicos. Of course, the most famous one is "El burrito sabanero". My favorite version is the one sung by Juanes who by the way I am going to see this June when he comes to Boston. :)
The other thing I love about Colombia are the decorations. In Quimbaya, Colombia they are well known for the faroles, or paper lanterns, which they display on December 7th. Medellin, another city, is one of the 5 best cities to see Christmas lights in the world.
I hope one day to be able to see these beautiful sights in person and not just in people's home videos.