Yuletide and Thor
The imagery surrounding Santa most notably comes from Woden-Odin, especially in the Low countries where 'christmas' is celebrated on the 6th December - which was originally known as 'Little Yule' or 'Wodan's Day' (Wodan with an A is the Low countries spelling). However in the Nordic countries, Santa inherited many attributes from Thor. Even his Reindeer inherited the names Donnar and Blitzen or Thunder and Lightning! In the Northern lands it is the Julbock - the Yule Goat, who carries Santa around as he hands out presents to the children.
The Yule Goat which has its origins as Thor's goat.