Ever since I was little, I've loved The Christmas Mystery by Jostein Gaarder. It's a sort of story-in-a-story, and set in Norway on the day before the first of December.
A boy named Joachim discovers a handmade advent calendar in the window of a bookshop, and takes it home. When he opens the first door, a slip of paper falls out, and he begins to read it. It's the first part of a story of a girl named Elisabet, who follows a little lamb out of a department store in order to pet it. Intriguingly enough, there's another girl called Elisabet, who went missing from Joachim's hometown- and she's been gone for over fifty years. Each door holds another part of the tale, and it's not long before the mysterious story begins to interfere with Joachim's own life.
There's a chapter for every day in December, just like an advent calendar. It's a read that's both deep and entertaining. I find it difficult to read only one entry every day!