Something that I haven't yet experienced are the Christmas Markets in Germany. From my understanding, they pop up in nearly every city and town in Germany at the beginning of the Advent season in the town squares. Lights, music and the traditional food in the area are served up. Oh... and did I mention the drinks. Beer, this is Germany we're talking about after all, but also apple cider and a wonderful hot mulled wine called Glühwein.
They date back to the 14th century and you can buy baked goods, decorations, candles, toys and everything else Christmas related and yes, just like American malls, it gets incredibly busy.
The Nürnberger Christkindlesmarkt is one of the older ones and has been going for almost 400 years.