On the island of Tol Eressëa, Elves celebrated a winter festival called Turuhalmë or "Log-Drawing". This festival is only mentioned in The Book of Lost Tales, so may not be considered canon.
Here are the relevant quotes:
Twill be a fitting day,' saith Lindo, 'for the sports of the morning in the snow and the gathering of the logs from the woods and the songs and drinking of Turuhalmë will leave us of right mood to listen to old tales beside this fire.' [...]
At length the day of Turuhalme was come, and the company from Mar Vanwa Tyaliéva went into the snowy woods to bring back firewood on sleighs. Never was the Tale-fire allowed to go out or to die into grey ash, but on the eve of Turuhalmë it sank always to a smaller blaze until Turuhalmë itself, when great logs were brought into the Room of the Tale-fire and being blessed by Lindo with ancient magic roared and flared anew upon the hearth.
~The Book of Lost Tales, History of Middle-earth volume 1