"Black Beauty" had to be my absolutely favorite book growing up! (I know I'm a little off-topic since we're talking about Christmas stories but it's about books and animals still! )
As a child, like 5 or 6, I carried it around with me everywhere! Until one day I left it on the swing-set in the rain! I was so disappointed and I didn't get any sympathy form my parents since it was "irresponsible" Last year for Christmas, my brother bought me the book and the movie! I still love it. But I cry every single time!!