The presence of penguins and polar bears in Christmas festivities is kind of a no-brainer, since they both live in cold environments, just like Santa. It's uncertain how they became part of the holiday season other than that, but it might be fun to point out that you should probably keep them separate. Polar bears exist only in the North Pole, while penguins exist in Antarctica. On second thought, polars bear hanging out at Santa's home in the North Pole makes complete sense now. We're still not sure how the penguins got there, though, unless they hitched a ride on his sleigh.