A study published in 2000 in The New England Journal of Medicine, found that there is indeed weight gain during the six weeks that include Thanksgiving, Christmas, and New Years.
Nearly 200 subjects were followed for three periods: preholiday (from late September to mid-November), holiday (mid-November to early January), and postholiday (from mid-January to early March). The researchers found that there was a significant increase in weight during the holiday period of about one pound.
Though this amount of weight gain is less than what is commonly suspected, it is interesting to note that of the individuals who were overweight or obese, 14% gained more than 5 pounds during this period. In addition, among all the participants, weight gain during the six week holiday season explained over half of annual weight gain.
Therefore, it seems that holiday weight gain may in fact be an important contributor to overall weight gain and to the rising prevalence of obesity.