The history of the origin of Christmas is incredibly interesting. It can be difficult to find factual information that is not clouded with people's prejudices one way or the other. Here are some of the better sites that I have found that discuss the origins of some of the Christmas traditions.
The Roman feast of Saturnalia was one of many festivals held in anchient times to celebrate the winter solstice.
Saturnalia - A description of the Roman holiday, originally celebrated on December 17th.
Saturnalia - Another description of the holiday.
Sub sole nihil novi - A tongue-in-cheek article about the Saturnalia by Economist magazine.
Mithras was a Persian sun god whose birthday was celebrated on December 25th. The history of Mithraism is complicated and modern scholars disagree on the exact origins of this religion which became popular in the Roman Empire during the first century B.C.
Mithras and Mithraism - A site with some history of the religion. It also explores some of the differences between the original Persion Mithra and the Roman Mithras.
Cult of Mithras - Information about Mithraism presented primarily through quoted material.
Temple of Mithras - Information about several temples built to honor Mithras.
Cosmic Mysteries of Mithras - Detailed essay about the Roman religion.
Calculating Christmas - A site claiming that the pagan celebration of December 25th was a rather late development implemented by a Roman dictator who was hostile to Christians.
Pagan or Christian - A site arguing that Constantine, the Roman Emperor who official decreed that the birth of Jesus was to celebrated on December 25th, was not a true convert to Christianity.
Marduk was the Babylonia god who was celebrated at the time of the winter solstice.
Nimrod, Mars and the Marduk Connection - This article discusses Marduk and his connection to the Tower of Babel story in the Bible.
Marduk and Monotheism - A long and detailed essay about Marduk.
Who Is St. Nicholas - The story of St. Nicholas as told by the St. Nicholas Center.
St. Nicholas - The story of the well-known saint from the Catholic Online Saints section of catholic.org.
A Visit From St. Nicholas - The infamous poem (by Clement C. Moore) that is responsible for much of our modern impression of "Santa Claus."
Is Santa Real? - Includes the famous letter to Virginia in the New York Sun.
Kris Kringle - Derived from the German Christkindl (Christ Child) this German version of "Santa Claus" was a result of the Reformation.