Kids often want to know the "why" behind everything. My own kids have asked why we have trees and candy canes and stockings. Now, there's a kid-friendly video - Why Do We Call it Christmas? - that answers all sorts of questions.
-Where do we get the word Christmas?
-When was Jesus born?
-What do Christmas trees have to do with Jesus?
-Who is St. Nicholas?
-What is Hanukkah?
-Who is Emmanuel?
It's created by Phil Vischer (creator of VeggieTales) and follows news reporter Buck Denver and his friends. It's an hour long, and kept my kids' attention the whole time.