The Philosopher's Stone
The Hall looked spectacular. Festoons of holly and mistletoe hung all around the walls and no fewer than twelve towering Christmas trees stood around the room, some sparkling with tiny icicles, some glittering with hundred of candles.
In the first book, Harry gets a mysterious Christmas present from an unknown giver: An invisibility cloak, that according to an attached note had belonged to his father. Covered by the cloak, he goes in the middle of the night to explore the restricted section of the library for information about Nicholas Flamel - but does not (on that occasion) find what he is looking for. Instead, in another room, he finds the Mirror of Erised, which shows him "his heart's desire".
The Chamber of Secrets
... enchanted snow was falling, warm and dry, from the ceiling. Dumbledore led them in a few of his favourite carols, Hagrid booming more and more loudly with every goblet of eggnog he consumed. Percy, who hadn't noticed that Fred had bewitched his prefect's badge so that it now read 'Pinhead', kept asking them all what they were sniggering at.
Disguised by the help of polyjuice potion, Harry and Ron manage to sneak into the Slytherin common room to spy on Draco Malfoy. They do not find the information they were hoping for, but they do find out that the Malfoy family have some secrets...
The Prisoner of Azkaban
Thick streamers of holly and mistletoe were strung along the corridors, mysterious lights shone from inside every suit of armour and the Great Hall was filled with its usual twelve Christmas trees, glittering with golden stars. A powerful and delicious smell of cooking pervaded the corridors, and by Christmas Eve, it had grown so strong that even Scabbers poked his nose out of the shelter of Ron's pocket to sniff hopefully at the air.
Harry receives another anonymous Christmas gift: A Firebolt broomstick. Harry is delighted, but Hermione gets suspicious, and so does Professor McGonagall, and the broomstick is confiscated. Professor Lupin is mysteriously absent from Christmas dinner; and Professor Trelawney is mysteriously present, against her usual habits, and in spite of being superstitious about there being thirteen guests at the table.
The Goblet of Fire
Snow was falling thickly upon the castle and its grounds now. The pale blue Beauxbatons carriage looked like a large, chilly, frosted pumpkin next to the iced gingerbread house that was Hagrid's cabin, while the Durmstrang ship's portholes were glazed with ice, the rigging white with frost. The house-elves down in the kitchen were outdoing themselves with a series of rich, warming strews and savoury puddings...
In the fourth year, Hogwarts is the host of the Triwizard Tournament, with guests from two foreign wizarding schools; and the big Christmas event is the Yule Ball. Harry and Ron have some problems finding courage to ask a girl to the ball (but end up going with the twins Parvati and Padma); while Hermione shows up with world famous Durmstrang Quidditch player Viktor Krum. Of course there are also secrets involved: Harry and Ron overhear a mysterious conversation between Snape and Professor Karkaroff from Durmstrang; they also overhear a revealing conversation between Hagrid and Mme Maxime from Beauxbatons; and on top of that the other Hogwarts Triwizard champion Cedric gives Harry a mysterious tip regarding the next challenge in the Tournament.
The Order of the Phoenix
The fifth year, just before Christmas, Harry has a sort of vision that saves someone's life, but at the same time gives him very unpleasant insights or suspicions about himself. He and his friends and the whole Weasley family end up spending Christmas with Sirius at Grimmauld Place in London instead of at Hogwarts.
Everybody else spent the following morning putting up Christmas decorations. Harry could not remember Sirius ever being in such a good mood; he was actually singing carols, apparently delighted that he was to have company over Christmas. --- by the time they all went to bed on Christmas Eve the house was barely recognisable. The tarnished chandeliers were no longer hung with cobwebs but with garlands of holly and gold and silver streamers; magical snow glittered in heaps over the threadbare carpets; a green Christmas tree, obtained by Mundungus and decorated with live fairies, blocked Sirius's family tree from view, and even the stuffed elf-heads on the hall wall wore Father Christmas hats and beards. Harry awoke on Christmas morning to find a stack of presents at the foot of his bed and Ron already halfway through opening his own, rather larger, pile.
They also pay a visit to the Wizarding Hospital St Mungos, and find out a couple of secrets while they're there...
The Half-Blood Prince
Snow was swirling against the icy windows once more; Christmas was approaching... everlasting candles glowed from inside the helmets of suits of armour and great bunches of mistletoe had been hung at intervals along the corridors. Large groups of girls tended to converge underneath the mistletoe bunches every time Harry went past, which caused blockages in the corridors; fortunately, however, Harry 's frequent night-time wanderings had given him an unusually good knowledge of the castle's secret passageways, so that he was able, without too much difficulty, to navigate misteltoe-free routes between classes.
The sixth year, besides romance being in the air, Professor Slughorn gives a Christmas party for select students, Harry included. Of course there are also secrets involved: Among other things, in connection with the party, Harry (once more under cover of his invisibility cloak) gets to overhear an interesting conversation between Professor Snape and Draco Malfoy.
The actual Christmas this year is spent at the home of the Weasley family, who apart from their invited guests also receive an unexpected visit.
The Deathly Hallows
In the last book, Harry and Hermione find themselves a long way away from Hogwarts at Christmas; but as in all the previous books, there are very important secrets to find out about...
Then the little lane along which they were walking curved to the left and the heart of the village, a small square, was revealed to them. Strung all around with coloured lights, there was what looked like a war memorial in the middle, partly obscured by a windblown Christmas tree. There were several shops, a post office, a pub and a little church whose stained-glassed windows were glowing jewel bright across the square.
The snow had become impacted; it was hard and slippery where people had trodden on it all day. Villagers were criss-crossing in front of them, their figures briefly illuminated by street lamps. They heard a snatch of laughter and pop music as the pub door opened and closed; and they heard a carol start up inside the little church.
'Harry, I think it's Christmas Eve!' said Hermione.
'Is it?' He had lost track of the date; they had not seen a newspaper for weeks.
'I am sure it is,' said Hermione, her eyes upon the church. 'They... they'll be in there, won't they? Your mum and dad? I can see the graveyard behind it.'
Harry felt a thrill of something that was beyond excitement, more like fear. Now that he was so near, he wondered whether he wanted to see, after all.