Whistling Dick's Christmas Stocking
Whistling Dick's Christmas Stocking was first published in O. Henry's collection, Roads of Destiny (1909). It was the first story he published under his pseudonym "O. Henry" (the name stuck, he used it ever since). It's about a railway tramp traveling in the South who retrieves a lost gift off the back of a passing surry. On Christmas Eve "the skirts of Fortune had swept him into their folds."
You might also enjoy O. Henry's off-beat Christmas story set in the wild West,