Lawrence Hughes in McSweeney's:
Why Do We Need This Information?
Santa Claus requires your information in order to compile his annual list of Who is Naughty and Who is Nice, and to ensure accuracy when he checks it twice. Your information is also used in connection with delivering the kinds of goods and services you’ve come to expect from Santa, including but not limited to toys, games, good cheer, merriment, Christmas spirit, seasonal joy, and holly jollyness.
What Information Do We Collect?
We obtain information from a variety of sources. Much of it comes from unsolicited letters sent to Santa by children all over the world listing specific items they would like to receive for Christmas. Often these letters convey additional information as well, such as the child’s hopes and dreams, how much they love Santa, and which of their siblings are doodyheads.
The letters also provide another important piece of information—fingerprints. We run these through databases maintained by the FBI, CIA, NSA, Interpol, MI6, and the Mossad.
More here.