Besides the PE Berks and Polar RR K-4s, Lionel has made some scale engines, some steam and some diesel in various Christmas holiday themes. MTH has released some Christmas engines as well, in the Railking Line which may or may not be scale. I recommend the Legacy USRA North Pole Central Mountain (4-8-2) released last year for freight duty. It speaks Christmas literally with custom sounds and of course its livery colors. Lionel also released the Santa's Shay - also Legacy, and a fantastic engine.
TrainWorld made these videos which I think are okay to post here:
YouTube video of USRA North Pole Central Mountain (4-8-2)
YouTube video of Santa's Shay: