Upvote:5
When I visited Santa in Rovaniemi, Finland, I took The Santa Claus Express from Helsinki, north to Rovaniemi.
(from marksmayo.com)
Description of my trip is on my blog, if you'd like to read more, although there weren't that many details, the train left daily at around 10pm in Helsinki, from memory. It gets in 13 hours later.
The train itself wasn't terribly Christmas-y, aside from the name, but then I was in sitting class at the back - so perhaps it was nicer up front :)