Here is the full list of all 11 Christmas Massacre achievements.
Unlocked all the achievements.
Completed the game.
Cleared all levels with S rank.
Cleared a level with just the flamethrower.
Cleared all levels with B rank or better.
Cleared all levels with A rank or better.
You found the miner costume.
Cleared a level with just the throwing knives.
You found the clown costume.
You found the baby costume.
Killed all the school children.