I know St Nicolas like this. On 5th/6th december St Nicolas and his "friend" Krampus. First one is for good , nice children and brings sweets, oranges, nuts, red apples - sometimes also a small gift. Krampus comes with twits, potatoes and coals and he rattles with a chain. When I was a child, St Nicolas came to me (of course ;-)) but sometimes I only heared a rattle - and went to bed early
here is some information about Krampus:
http://en.wikipedia.org/wiki/Krampus - they describe here how these Krampus run around on the streets - this happens only at the countryside and not in the city
Furthermore we have our christmas eve on 24th of december - this is the day where we put up the tree (normally). I always put up the tree earlier as it would be to much stress with cooking etc on 24th. Furthermore I love the tree!!! And our gifts will be brought by Christkind. When tree, gifts etc are ready, a little bell rings and children can enter the room. I still remember this magic moment when I was a little girl!
But also Santa Clause gets more and more popular here. So I have to admit that I have stockings for my family and on 25th there is a small gift in each stocking...
so I mix up various cultures a little bit
And I don't know if this is known in the states, but we also have an advent wreath made of little fir branches with 4 candles on it. On each advent sunday we light one additional candle and while it lights, we sing christmas songs and/or tell christmas stories.
And of course we have Barbara day. On 4th of December we take little twigs of a fruit tree (eg cherry) and place them into a bowl of water. When they start to bloom on or before christmas day it brings good luck.
http://www.holytrinitygerman.org/adventcustoms.html#barbarabranches
On this site you will find some information about Lucy Lights as well - this is a scandinavian tradition. So I don't know a lot about it. But I have a little Lucy figurine at home - I bought it 2007 during my vacations in Stockholm (Sweden) - you see, I am international
So I think that's all for the moment.
Chilli