I read the "Yes, Virginia" letter to them on this website. We talk about how she's much like them and has many questions about Santa. Fourth graders are at an age where they are either questioning Santa's existence or they've already decided he doesn't exist. Either way, this is an excellent time to approach Santa scientifically. I've actually had kids change their mind and become believers because of this!
We then watch the short "Yes, Virginia" movie.
I start out by reading Santa Who? by Gail Gibbons. This book is great for talking about where Santa actually came from and the different cultures and countries that celebrate his existence.
This website goes into detail about the culture of each country.
This is a blog that lists Santa's different names.
We then write a letter to a newspaper editor (can be real or imaginary). This is an excellent opportunity for me to talk about the difference between friendly and business letters.
So, I have incorporated research, technology, multiculturalism and letters. What do you do for the holidays that is fun, yet educational?