We enjoy Alabaster’s Song by Max Lucado. It’s subtitled Christmas Throught the Eyes of an Angel. It reminds me of The Polar Express except it is obviously about the “real” Christmas story.
Another story also by Max Lucado is The Crippled Lamb. This one is about a lamb who is not able to go to the valley with the other lambs. He is left behind and ends up being there to welcome Jesus and help keep him warm.
I also like The Very First Christmas by Paul L. Maier. This story is about a boy who wants his mother to tell him stories about real people. The story incorporates actual Bible verses and does an excellent job of explaining the story of Christmas. It is rather detailed and may be longer than your ages can sit through, but it might be worth it if you were able to take a break in the middle.
Hope this helps!