I wrote a lot about this very subject on my blog recently. It started with the Victorian English--sitting around fires on Christmas Eve and sharing ghost stories. Read my blog post if you want to know more:

http://seeksghosts.blogspot.com/2011/11/tradition-of-ghost-stories-at-ch...

http://seeksghosts.blogspot.com/2011/11/free-audio-books-told-after-supp...

They both talk about this old tradition.

In the 1970's the BBC even did a whole series of ghost stories at Christmas, which are still remembered with fondness today.