Winterhaven. Winterhaven Festival of Lights is the big Christmas light display in Tucson. Eat some tamales. Tucson Downtown Parade of Lights. Arizona Inn Christmas decorations. Christmas at San Xavier. Rooftop Santa show. Enchanted snowfall at La Encantada. An updated list of all the Christmas things to do in Tucson before the holiday · The Star Wars Holiday Special at The Loft Cinema · Rockin' Around The Christmas. The holiday concert features all of your favorite Christmas masterpieces and holiday carols. The family-friendly concert is the ideal way to introduce young. Check out our picks for the best Christmas Events in Tucson for you'll quickly discover why families travel from all over the.