It used to be a tradition, one that unfortunately dwindled, to have atmospheric and very English ghost stories on late-night BBC television on Christmas Eve. A few are findable on YouTube, however.
One, part of a series produced in the 1970s by Lawrence Gordon Clark, was The Signal-Man by Charles Dickens (part 1 / 2 / 3 / 4) filmed at Birchen Coppice Cutting and Tunnel Mouth, Kidderminster, Worcestershire. Many others dramatised MR James' Ghost Stories of an Antiquary (Gutenberg ETexts 8486 and 9629). They included Oh, Whistle, and I'll Come to You, My Lad, filmed as Whistle And I'll Come To You (parts 1 / 2 / 3) and Number 13 (parts 1 / 2 / 3 / 4 / 5). The Woman in Black is very much in the same vein; based on Susan Hill's 1983 novel, the TV film was by Nigel Kneale (see parts 1 / 2 / 3 / 4 / 5 / 6 / 7 / 8 / 9 / 10 / 11).
That reminds me: check out The Incredible Robert Baldick (PDF), an extended article, archived at The Mausoleum Club, about Kneale's little-remembered The Incredible Robert Baldick: Never Come Night. Broadcast in October 1972, it brought Kneale's frequent "ancient evil" theme to a Victorian setting, producing an effect rather like an MR James story with more technology and action (Baldick is a scientist-investigator with his own private train). It was a pilot episode for a series that never came about, due apparently to scheduling issues, various BBC internal politics, and the possibility of legal action by a Robert Baldick Jnr who objected to the use of his father's name (it's hard to see why, since Baldick in the story is a thoroughly positive character). See YouTube again for a clip from the programme.