The plays and poems of William Shakespeare seldom mention Christmas but there is an important seasonal tradition contained (or perhaps invented?) early on in Hamlet where Marcellus refers to the ghostly apparition of the dead king, remarks
Some say that ever ‘gainst that season comes
Wherein our Savior’s birth is celebrated.
The bird of dawning singeth all night long;
And then, they say, no spirit can walk abroad;
The nights are wholesome; then no planets strike,
No fairy takes, nor witch hath power to charm,
So hallow’d and so gracious is the time (1.1.178).
An article in an 1881 edition of Notes & Queries makes the counter-argument that in England the Christmas season is full of spooky comings and goings:
That Christmas ghostly season is shown by certain supernatural noises, such as the subterranean ringing of bells which are said to be distinctly beard in certain localities. Thus, for instance, near Raleigh in Nottinghamshire, there is a valley said to have been caused by an earthquake, several hundred years ago, which swallowed up a whole village, together with the church. It was formerly customary for the people to assemble in this valley every Christmas morning to listen to the ringing of the bells of the church beneath them. Where, too, churches are said to have been swallowed up by the ravages of the sea, their peals are supposed to be heard ringing their Christmas notes from beneath the ocean deep. Again, amongst the numerous other reasons which may be assigned for considering Christmas a ghostly season may be quoted the following: In Northamptonshire the ghosts of unfortunate persons buried at cross-roads are believed to have a particular licence to wander about on Christmas Eve, and to wreak their evil designs upon defenceless humanity. Hence the peasantry take particular care to avoid running the risk of exposing themselves to such an unpleasant sight, and more often than otherwise remain at home. In years gone by, too, we are told how at Walton-le-Dale the inmates in most houses sat up on Christmas Eve with their doors open, whilst one of the party read the narrative of St. Luke, the saint himself being supposed to pass through the house.
Many of the divinations practised, also, at the present season have a distinct reference to its ghostly character. Thus, in Northamptonshire, at the witching hour of midnight on Christmas Eve, the young lady who is anxious to ascertain her lot in the married state goes into the garden and plucks twelve sage leaves, under a firm conviction that she will be favoured with a glimpse of the shadowy form of her future husband as he approaches her from the opposite end of the ground, Great care, however, must be taken not to damage or break the sage stalk, as should this happen serious consequences would ensue.
But these are not the only supernatural elements associated with Christmastide; our forefathers having regarded the budding and flowering of the celebrated Glastonbury thorn as a miraculous occurrence. A magic charm, too, is commonly supposed to fall upon bees, which under its influence celebrate the Nativity by a making a humming poise, while oxen fall down in their stalls as if in adoration. These and such-like occurrences justly stamp the present season as a ghostly one.