Mad Men
A full list of special holiday episodes
Set in the 1960s, Mad Men takes us into the world of advertising on Madison Avenue, New York City. The series follows the personal and professional lives of the men and women who work at the Sterling Cooper ad agency.
The show aired 4 Christmas episodes, and 1 Valentine's Day episode.
Christmas episodes:

Season 4, Episode 2
Christmas Comes But Once a Year
The firm gains a valuable new client when Freddy returns, and they reluctantly host a Christmas party for their most important client. Meanwhile, Don struggles with spending his first Christmas away from his children.

Season 5, Episode 10
Christmas Waltz
In this episode, Lane struggles with a large debt while the firm hopes to win Jaguar as a client again. Meanwhile, Don tries to console Joan during a difficult time.

Season 6, Episode 1
The Doorway, Part 1
Don and Megan escape to Hawaii for the holidays, while Sally entertains a friend at home. Meanwhile, Peggy's Super Bowl ad campaign is ruined by a comedian, and Roger receives devastating news about his mother.

Season 6, Episode 2
The Doorway, Part 2
Don befriends his surgeon neighbor, Peggy works to salvage her campaign, Roger causes a scene at his mother's funeral, and Betty searches for Sally's friend in Manhattan.
St. Valentine's Day episodes:

Season 2, Episode 1
For Those Who Think Young
On Valentine's Day, the staff of Sterling Cooper Advertising Agency hustles to check out the newest office equipment. Don and Duck clash over an account, while Betty hears from an old friend.