Santa Claus’ reindeer Rudolph may be related to the Horned God of Wicca who dies on Halloween and is reborn on the Winter Solstice and is symbolised by an antlered deer. The Horned Gods of Wicca Herne the Hunter and Cernunnos wear the horns of the stag on their heads and then mate with the Spring Goddess in the Great Rite of Spring.
The Horned God has developed our concept of the devil (horny devil) although he is more commonly portrayed with goat horns rather than antlers but he can in fact wear both.
One of the origins of Santa Claus is Odin/Woden who was a Norse Pagan creator god called All Father and is sometimes known as Skyfather. According to Wikipedia, Odin and Thor were rejected by Catholics in their baptismal vows one thousand years ago.