Mr. Hankey hasn't been seen for 4+ seasons since this episode.
Visitor Sighting: An alien appears in the very first shot of the South Park Christmas tree lighting.
In this episode, Jesus uses his supernatural powers to heal Santa's broken legs, yet in the future episode Fantastic Easter Special, he claims that he has no powers except in death.
This is the first appearance of the underpants gnomes since the 2nd season episode, Gnomes.
The backup reindeer are called: Steven, Fluffy, Horace, Chantel, Skippy, Rainbow, Patches and Montel.
The butt-faced couple (The Thompsons from "How to Eat With Your Butt") make a reappearance in the crowd at the beginning of the episode, along with Dr. Mephisto, Big Gay Al and Chef's parents.
This is actually the only Christmas episode that does not have the word "Christmas" in the title.
When Santa shoots the Iraqi general you can clearly hear the full "bang" from each shot even though it clearly has a silencer on it.
When flying in the sleigh to rescue Santa, the map for Baghdad is actually the map of Canada.
When dropping the Christmas bombs on Baghdad, Stan yells "RPG, four o'clock!" The Iraqis with the RPG are on the sleigh's left side, which would be more like the nine o'clock position.
Mr. Hankey: All aboard the poo-choo express!
(Cartman walks up and puts his arms around Stan and Kyle's shoulders)
Cartman: Hi guys! A very merry Christmas to you. God bless us everyone!
(Kyle backs away)
Kyle: What are you doing Cartman?
Cartman: I'm letting you guys know how special you are to me.
Cousin Kyle: Hey hey! I'm just your naughty and nice accountant, don't blame me for the numbers!
Cousin Kyle: Alright, I'm done.
Cartman: You're done?
Cousin Kyle: Yes, I've tallied up all the times you've been naughty and deducted the times you've been nice.
Cartman: Yeah, so how's it look?
Cousin Kyle: It doesn't look good, Eric. It doesn't look good.
Cartman: But I'll still be getting presents this year, right?
Cousin Kyle: Actually it looks like you're gonna owe Santa three hundred and six presents.
(Kenny appears out of nowhere)
Kenny: (muffled) Hey guys. What's goin' on?
Stan: Oh, hey Kenny.
Kyle: Dude, where have you been?
Kenny: (muffled) Oh, I've just been hanging out.
Kyle: Well come on! We gotta tell you what happened. I'm sure glad it's over with.
Stan: Yeah, but I feel like things are finally back to normal.
Kenny: (muffled) Yeah.
Cartman: This is Baghdad? God, what a shithole! [notices Jesus] I mean, oh wow, these poor unfortunate people.
Iraqi General: What else is America planning?
Santa: I'm gonna f(beep)king kill you!
Iraqi General: You're not in a position to kill anyone, my main man! I just want you to tell me America's plan!
Santa: Then we're in for a long night, because I don't know shit!
Cartman: (singing) I'm riding in Santa's sleigh. So high above the trees at Christmastime. With candy-cane wishes and smiles -
Kyle: What are you doing?
Cartman: I'm having a precious Christmastime moment, Kyle, if you don't mind.
Kyle: Singing a Christmas song isn't gonna get you nice deductions, Cartman! Don't forget, it's because of you that Santa's sleigh got shot down!
Cartman: Hey, it isn't my fault that Iraqis are filled with hate!
Kyle: All I'm saying is that it's gonna take a lot of singing to make up for that!
(Cartman sings much faster)
Cartman: Well what are you gnomes sitting there for? You have to go rescue him!
Underpants Gnome: What the hell are we supposed to do? We're like nine inches tall!
Santa: I was just starting to look over the new naughty and nice list the gnomes prepared for me.
Cartman: Oh, heh. Are the, uh, tabulations all closed up then?
Santa: Oh no, they keep it open until midnight of Christmas Eve. Some kids actually try to cram in a lot of niceness right at the end.
Cartman: Oh, that's so lame of them.
Poo Choo Train Song
Mr. Hankey: Poo Choo Train's layin' down its tracks with a -
Train Whistle: Poo choo!
Mr. Hankey: - all the way and back!
Cartman: Poo Poo Train is my favorite thing, spreading Christmas joy as we ride and sing!
Mr. Hankey: Christmas time wouldn't be the same without hugs and kisses and a Poo Choo Train.
Cartman: (under breath) Oh, I hate this stupid Christmas poo.
Mayor: But now, before we light the tree, I think we should all reflect for a moment on those who are less fortunate than us. Right now in Iraq there are children who fear us and what we might do to their country. The threat of war touches us all, but over in Iraq, their is no Christmas. They have nothing.
Jimbo: (to Ned) Ah I hate when the Mayor uses Christmas for her own political agenda. (to the mayor) Light the damn tree!
Cartman: Well, there's still time before Christmas! Can't I still make up for it?
Kyle's Cousin Kyle: If you cure cancer and AIDS next week, you would still owe two presents.
Cartman: Jesus Christ!
Kyle's Cousin Kyle: But what, look, aren't there any other nice things you've done recently we can write off here?
Cartman: (thinks) Uh, oh! I brushed my teeth last night!
Kyle's Cousin Kyle: Eh, brushing your teeth isn't naughty or nice, Eric, it just, it falls more into the category of... brushing your teeth.
Kyle's Cousin Kyle: 4,312 instances of being naughty against 3 deductions of being nice, is, is, is bad.
Cartman: 3? You didn't deduct all my nice invoices! Look, look! What about this one? (shows him a sheet)
Kyle's Cousin Kyle: Yes, welI didn't think "hitting Clyde in the balls with slingshot" really counted as nice.
Cartman: It was nice for Token. He laughed for like 20 minutes.
Jesus: Santa? Is he alright?
Kyle: We don't know. They lost all contact with him.
Jesus: We have to get him out of there.
Mr. Hankey: Do you know a way?
Jesus: Yes. Yes, I think I do. We need a little Christmas miracle. [gets weapons] Lock and load!
(the boys see Santa helped Jesus after Jesus is shot)
Stan: Okay, this is (bleep)ed up right here.
Kyle: Uh, how, how do we start this thing?
Underpants Gnome: You just have to call out the reindeer's names.
Cartman: Oh yeah! On Dasher, on Prancer, on Comet -
Underpants Gnome: No, no, they're all dead!
(Santa kills the Iraqi general)
Santa: I just couldn't do it. I just couldn't let him live. He shocked Santa's balls!
Jesus: My children, you should know something. (takes out knife) I'm packing. (kills Iraqis)
Stan: Oh my God, the Iraqis killed Jesus.
Kyle: You bastards.
Iraqi General: They say that the Chinese were the first to experiment with a little shock to the testicles.
Santa: Oh no. Not Santa's balls!
Kenny returns because Comedy Central's Kenny toys sold almost as well as Cartman toys and they made the creators bring Kenny back.
This is the fifth Christmas episode.
The line "You know, thanks to you, there's not gonna be any Christmas, and There's No one to help up! Oh Christ. (gasp) Jesus!" was the line also used in the very first South Park episode "Jesus vs. Frosty".
Kyle's cousin Kyle makes a brief appearance in this episode and Kenny returns.
The Iraqi interrogator is a reference to Cpt Said, the Iraqi interrogator in the 1999 film "Three Kings."
When Santa is escaping the Iraqis, he screams at the children to 'get to the Sleigh' while holding firearms. This is similar to the movie 'Predator' where Schwarzenegger's character shouts at his men to 'get to the chopper'.
The toy dog Cartman wants closely resembles Sony's AIBO. The AIBO is an Artificial Intelligence roBOt.
Santa: Then we're in for a long night, cause I don't know sh*t!!
In the 1987 film Lethal Weapon, Mel Gibson is being tortured and interrogated by Gary Busey, who demands to know what Riggs knows about 'The Shipment'. While being electrocuted during the interrogation, Riggs mutters this line word for word.
Jesus: You're a bad liar........
Jesus says this to Santa when he gets shot and is about to die. This is a direct quote from 1994 film Independence Day, where the president's wife tells him this before she dies.
The "Fortress of Solitude" is a place in the far north where Superman goes to get away from it all. As seen (for example) in the 1978 film Superman.
Black Hawk Down:
There are several references to the 2001 film Black Hawk Down and 1999 film Three Kings... obviously the title, and the torture scene using oil, sparing the interrogator and blurring from an aerial view to satellite view of the crashed sleigh.