From a compilation by writer John Scalzi:
An Algonquin Round Table Christmas (1927)
Alexander Woolcott, Franklin Pierce Adams, George Kaufman, 
Robert Benchley and Dorothy Parker were the stars of this 1927 NBC Red radio network special, one of the earliest Christmas specials ever performed. Unfortunately the principals, lured to the table for an unusual evening gathering by the promise of free drinks and pirogies, appeared unaware they were live and on the air, avoiding witty seasonal banter to concentrate on trashing absent Round Tabler Edna Ferber’s latest novel, Mother Knows Best, and complaining, in progressively drunken fashion, about their lack of sex lives. Seasonal material of a sort finally appears in the 23rd minute when Dorothy Parker, already on her fifth drink, can be heard to remark, “one more of these and I’ll be sliding down Santa’s chimney.” The feed was cut shortly thereafter. NBC Red’s 1928 holiday special “Christmas with the Fitzgeralds” was similarly unsuccessful.
Other Specials include:
The Mercury Theater of the Air Presents the Assassination of Saint Nicholas (1939)
Ayn Rand’s A Selfish Christmas (1951)
The Lost Star Trek Christmas Episode: “A Most Illogical Holiday” (1968)
More here (via Mark Blyth).
