"Director John Waters, known for making art from sleaze, has a new CD for the  season, A John Waters Christmas. It includes such songs as 'Here Comes Fatty Claus,' 'Little Mary Christmas,' and 'Santa Claus is a Black Man.' Waters was once crowned the 'Pope of Trash' by William Burroughs." [listen @ NPR]
"Every December since 1966, filmmaker John Waters has hosted a huge Christmas party at his Baltimore home. Christmas is an obsession for Waters..." [NPR]
See John Waters' Christmas live in 2005:
Dec 15 @ Rio Theatre, California w/ Jonathan Richman (tix & VIP tix)
Dec 17 @ UCLA, Royce Hall w/ Peaches (more info)
Dec 21 @ Bowery Ballroom, NYC w/ Kimya Dawson & Trachtenburg Slideshow Players (tix & VIP tix)
If there's more dates, I don't know about them.