Not a exactly Christmas story but a good one none the less...
(a more or less direct translation to English of the story told by Manuel López Gómez of Oxchuc, Chiapas México)

When neither man, nor the heavens, nor the sun, the moon or the stars existed, there were only the gods who to this day rule over and protect each town. These gods began to worry because there was no sky.

There were grand meetings for each to give his opinion and discuss what should be done, but their deliberations did not yield any results. Among thoses who were concerned were those of great power such as Saint Thomas and Saint Mary, ones who had become miracle workers among the others.

In one meeting, Saint Thomas and Saint Mary exclaimed that without the heavens there would be no sun, moon, stars or man because it would not be possible to count the days and the hours nor conceive children. All those present agreed that the moment had come and great silence prevailed while all thought of how they could construct the sky, what materials they should use and who could undertake such a work. At once all began to talk and all agreed that a solid and resistant material must be found to support the weight of time that the sky would produce.

A brilliant ball of steel was discovered and Saint Tomas and Saint Mary were satisfied and content that a solution had been reached(they being the principal promoters of the meetings). The gods decided to lift the ball at the same moment and take it to a designated spot which must be both high and visible.

When the perfect spot was found, they took harps and guitars, drums and flutes and traveled to the sacred place, dancing and playing. Soon there would be a bright sky! When they arrived at the place, Saint Thomas asked, "What should we do now that we are here?" And it was decided that one of the gods should throw the ball up. Upon reaching a decision, more festivities ensued.

Saint Tomas threw first, but the ball did not elevate much and fell to the ground. Each tried in turn, but none were able to send the ball up high enough. All the saints were surprised and began to discuss what happened.

"Do we not possess enough power to create a sky?" asked one." Is something missing?" asked another. Saint Mary suggested wrapping the ball in cotton and so once in the air, the wind would carry off the cotton and take the ball up with it. The gods begged Saint Mary to help and so she agreed.

Saint Mary called for a great basket of cotton and began to weave the cotton around the ball until it was completely covered. The gods again threw the ball. It still fell to the ground. But now the cotton misteriously transformed into clouds floating in the air.

The gods were becoming discouraged and could not think as to why they could not achieve this one miracle. One god suggested that they find the young being who lived among them whose origen was unknown. Maybe he could do what they could not. The rest of the gods laughed and said,
" He is the son of a mountain and no one knows who his father is. How could he achieve this thing?" "He is a sinner."

But somehow they were convinced to try and a commision was named to find the young one and explain the plan. The young one was incredulous and asked how he could do such a thing, but the ambassadors responded that they could not return without a favorable reply. And so it was agreed, after many apologies for all the past mistreatment of the outcast, that the Young One would make an attempt to build the sky.

He looked around and said that another spot must be found to throw the steel ball and that all must go there and sit on the ground in a circle, incline their heads together and close their eyes. After a long silence the gods agreed, with the exception of Saint John who looked for the shade of a tree where he could sit and refused to participate.

The Young one threw the ball and exclaimed,"In the name of all the saints the firmament is made!" The earth began to tremble in it's four corners and when the gods opened their eyes the brilliant blue sky was above them.

That would be the end of the story except that Saint John hit his head on the trunk of the tree at that very moment and was stuck to it and all the gods rushed over to help him. The piece of wood that came loose when they separated his head from the tree is a reminder of disobedience and what happens if you go against the gods. The gods proclaimed the Young one whose father was unknown as "The Christ Man" and was recognized by all as the Lord of the Sky.