My father recently proclaimed that this was his favorite Christmas song. Who knew? Certainly not any of us! So this one is for him. The classic version, of course, is Judy Garland in Meet Me in St. Louis:
But this, of course, is the version I grew up with, from the incomparable Christmas Eve on Sesame Street:
And, of course, Kermit and Miss Piggy sing it in the much-overlooked but classic Muppet Family Christmas. I couldn't find it on its own, but it starts about 1:50 into this clip:
Here's a research possibility for you: I think there's a WWII movie that has a scene of a GI being executed for desertion - firing squad in the snow - and the soundtrack is Sinatra singing "Have Yourself a Merry Little Christmas." (I know this is twisted, but you know me.)