1. The elves planned Santa's death.

In Disney's "The Santa Clause" (1994), Tim Allen plays Scott Calvin, a divorced father who has his son for Christmas. This Christmas Eve however, doesn't go exactly as expected. They are awakened in the middle of the night by the sound of someone walking on their roof (SHOCKER!). Scott then ventures outside and shouts up to the red-suited figure standing at his chimney and is even more surprised when the figure falls. Upon attempting to check for this man's identification we discover a greeting card that says "Santa Claus. If something should happen to me, put on my suit, the Reindeer will know what to do" and afterwards the physical body within the suit vanishes.

After some coercing and adventure, we finally get to see the North Pole that Scott now delivers for. After arriving, Mr. Calvin is obviously concerned and confused as to why he is here and what he's supposed to be doing now. He's shown around for the night and is returned to his bed sometime before waking up the next morning like nothing happened, aside for his new pajamas.

Throughout this entire sequence of events though, the elves don't seem to be fazed in the slightest by the new Santa's arrival. They even spend a scene in the movie talking about the older Santa and that now the children and the world are happier having this new Santa. This, along with the original card found, and the (mostly) safe assumption that Santa Claus doesn't die and become replaced every year, can only really be interpreted that the elves were already expecting the death of their Santa. And much like Hamlet and Scar from "The Lion King," how can you especially anticipate the death of a leader? By planning it.

(There is also a theory surrounding the possibility that Bernard, the head elf, may be the dead Santa's son.)

2. The hobo in "The Polar Express" died on the train.

In "The Polar Express," we meet a hobo atop the train. This hobo calls himself the "King of the North Pole," but claims to not believe in Santa or Christmas. He does however ask Hero Boy if he believes in ghosts, and when the hobo receives an answer of "no," all he has to say is "interesting." Obviously, we are not dealing with just a man, or lack thereof, though because he can clearly manage to disappear and reappear in the snow and appear alternatively in certain scenes in order to provide assistance throughout the film.

How did this hobo die though? If you pay some close attention to the conductor, he'll tell you that on his first ride on the train he was saved from falling off by someone unknown. Along with this, the DVD "extra song" shows the engineers telling the kids that the hobo was sitting on the top of the train when he collided with the top of Flatop and was killed. Ouch!

3. Frosty is actually a poltergeist. 

Everyone knows the story behind Frosty the Snowman. A group of children made a snowman one day "with a corncob pipe and a button nose and his eyes made out of coal," it says. It also mentions that the weather is warm, so we can assume that winter is ending. This theory focuses on where these kids obtained their coal. Did they get coal for Christmas because they were bad kids? The song does mention that the hat was found and that that was the reason for Frosty's life, but where did the hat come from other than the evil magician? All potential magic can have a dark side and that dark side is what this theory relies on. Not much else is said about it other than this life force within the snowman could potentially be there to ruin/steal lives. I mean, he did encourage children to run away to the North Pole with him after all.

Honorable Mention

"The land of Whoville in 'How the Grinch Stole Christmas' is a post-apocalyptic land set in an alternate timeline where Hitler won WWII."

Yes, I seriously found this. No, I have no explanation.