Pensacola Area Christmas Events 2019. Christmas in Pensacola and surrounding areas in Florida are celebrated through family activities and Christmas weekend events. Christmas is not just about shopping for the holidays, but its also about doing things with friends & family. There are many things to do for Christmas in the Pensacola and surrounding areas in Florida. Check out the events directory to find out whats going on in Pensacola, Pace, Pensacola Beach, Milton and Gulf Breeze for the holiday season.