For the last few seasons, the Penguins have chosen a holiday comedy classic, and incorporated the players as the "actors" in various scenes from the movie. In past seasons, it was "Christmas Vacation", "Home Alone", and last year "Elf". The Penguins call it their Christmas Card to their fans.
This year, the boys (along with Dan Potash) do a parody of "A Christmas Story". The Pens' marketing staff even tracked down some of the actors who were in the original movie for cameos!
Check out the video: