1. How Phoebe Cates found out there was no Santa Claus, Gremlins (slightly longer version here):

2. Louis Winthorpe III eating smoked salmon, Trading Places:

3. Marines singing "Happy birthday, dear Jesus", Full Metal Jacket:

4. Drunken Christmas hook-up, The Apartment:

5. Martin Riggs watching cartoons, Lethal Weapon:

6. "Sketch it up!", Bad Santa:

Bonus Music Video (thanks, Jenny):
Malcolm Middleton: We're All Going to Die