If you're asking specifically for movies that work on both holidays, gotta give it up for Gremlins. Set at Christmas, but a nice light creature feature great for Halloween too.

I only know of exactly one Halloween+Christmas movie.

The Nightmare Before Christmas.

As a kid I had pretty loose video rental permissions. I frequently rented Jack Frost (1997). It was trash and I was too young to be watching it, but it ticks the boxes.

Bad Santa. It's hilarious, and actually has a pretty heart-warming ending after all the depravity.

Yippee-ki-yay, MF.

I thought "Violent Night" was a pretty fun movie

I don't really know many specific Halloween movies. If we take this loosely as horror movie, then Sinister.

Christmas: Muppets Christmas Carol, hands down. So much so that my present for my family this year is to go see an orchestra play along live while the movie is shown on a big screen. Very exciting

Anna and the Apocalypse is pulling holiday double-duty. It's a zombie survival musical set in the days before a school's Christmas break. Insanely ambitious genre-bash, especially for the shoestring budget it was produced on, but a very fun way to kill 90 minutes.

Scrooged is undeniably more a Christmas movie than a Halloween movie, but it's got some great spooky vibes. Especially with their portrayal of the Ghost of Christmas Future.

I don’t really watch a Halloween movie every year, but something like The Ghostbusters would be a good one for me. They are some of my favorite movies anyway.

At Christmas time, I really enjoy watching Just Friends with Amy Smart and Ryan Reynolds. It’s cute, it’s funny, and it has a holiday theme.

I recently watched The Mean One, a horror movie where the Grinch brutally murders people who celebrate Christmas. The story was actually pretty good for a horror movie

The first Addams Family movie starts with a Christmas scene and so is set during the Christmas season, but clearly has Halloween vibes throughout. The sequel, Addams Family Values, gets even weirder in this kind of holiday mashup vibe. The kids get sent off to a summer camp, where they are doing a thanksgiving play for some reason. So it's Halloween vibes throughout, with turkeys and pilgrims, but it takes place during the summer.

one of the Friday movies (at least 1 was a Christmas movie) though I'm not sure which. I liked them all somewhat at least.

All the 60's stop motion stuff: Rudolph, Frosty, etc. (The Charlie Brown stuff was mentioned).

Die Hard. I'll die on the hill of this being a Christmas movie.

A Christmas Story.

Christmas Chronicles

Christmas in Connectitcut

Scrooged

The Still Game Hogmanay special

The Muppet Christmas Carol

Upstart Crow, A Crow Christmas (S03E07)

Halloween-

Beetlejuice

Big Trouble in Little China

Death Becomes Her

Evil Dead

Jeff Dunham Minding the Monsters

Shaun of the Dead

Troll Hunter (subtitles required, but sooo worth it)

Tucker and Dale vs Evil

Hot Fuzz

Hubie Halloween

What We Do In The Shadows

Zombieland

Oh, I just remembered Santa's Slay, starring wrestler Bill Goldberg as Santa, Son of Satan.

Awful, stupid, and just sort of ends. Very fun watch, especially with your inebriant of choice.

Rare Exports: A Christmas Tale

Halloween:

It’s the Great Pumpkin Charlie Brown.

Christmas:

A Charlie Brown Christmas

Runner up is the George C. Scott A Christmas Carol movie.

Silent Night Deadly Night isn't my favorite but without that series we wouldn't have this.

https://giphy.com/gifs/10DBGt3M1w6feM

Hey, hey, hey... Don't skip Thanksgiving!

https://youtu.be/ZfnvrPZSFb8