In Norway, we have the expression "julebakst", which can be both a verb and a noun, and mean either "the stuff you bake for Christmas", or "the act of baking the stuff you bake for Christmas". Traditionally, it has been said that one should have "sju sorter" (seven kinds) of different cakes or cookies for Christmas. I have no idea when this tradition started, but I find it to be a bit over the top, as I sometimes bake one or two kinds of cookies, and even then we usually have trouble eating it all before Christmas is over. Of course, it is possible to bake less of each kind, but that increases the amount of washing up per cookie, so it's not something I recommend.
Naturally, there is a long list of considerably more than seven kinds to choose from, as it wouldn't be any fun if everyone had the same seven. Popular choices include "pepperkake" (literally "pepper cake", but it's a kind of ginger bread), "julebrød" (Christmas bread, essentially sweet white bread with rasins), "smultring" (literally "lard ring", means doughnut), "lefse" (I don't know how to translate lefse. It has roughly the shape and consistency of large tortillas, but usually a bit softer and sweeter. Served either buttered with sugar and cinnamon, or plain as a side to some kinds of dinner.), "fattigmann" (means "poor man", which is funny, as the recipe include egg yolks, cream and cognac) and "julemenn".
Julemenn, which literally means "Christmas men", is probably my favourite. It's relatively easy to make, they can be very good if you get them just right, and they fill the house with the nice smell of ammonium carbonate. Very Christmasy. The last time I made them was four years ago, as described in this food column, so it probably about time I did this again. In any case, here is the recipe, for the benefit of our international readership:
0.75 kg of sugar
1 kg of white flour
0.5 liters of water
25 grams of ammonium carbonate (salt of hartshorn? something like that, I think)
1 dash of butter (1 dash is roughly 25 grams)
Unfortunately, this recipe didn't come with any instructions, but what I did was to start with the sugar in a bowl, add the water and the (NH4)2CO3, mix in part of the flour, then the butter (melted), and then the rest of the flour. You may need to add some extra flour. The dough is right when you can roll it quite thin, stamp out man-shapes, and peel the shapes up from the baking surface without deforming them too much. Set the oven to 200 degrees or so, and bake until just before the start to become crispy. I recommend testing with a few first. According to my notes, this recipe will be enough to make 500 billion julemenn. Probably a bit of av overstatement, but I was baking for hours, so be warned that this might take a while.