There may be no more odd person ever to be set upon this planet than Wayne Coyne. It's the genuine strangeness of a brain that fires its synapses in a different manner all together. It's only a brain as strange as his that could claim credit to this kind of output, for Christmas on Mars is nothing but a series of strangeness.
It's Christmas Eve on the newly colonized Mars and everything is going wrong for the colonists. Their oxygen and gravity generators are failing and it's leaving everyone on edge as the colony's first baby is due. In the oxygen deprived basecamp, Bethlehem 2055, people start having visions of the baby's horribly wrong future -- in the most horrible vision, the baby is born only to be left to be crushed to death by an oncoming marching band... who all have vaginas instead of heads, or, as Adam Goldberg's psychiatrist puts it: "this vaginal-headed marching band from hell". The colonist who has this vision, the man who was set to play Santa Claus later that night, promptly commits suicide by rushing out of the air lock.
Into the mix lands a Martian, played by Coyne. He says nothing, he just observes and wanders as the station's crew slowly lose their sense of hope for their futures.
With it's mix of 50s atomic age camp and oddball Flaming Lips style, it's somewhat of a surprise that Christmas on Mars turns out to be something of a sincere nativity play, albeit an atheist interpretation of it. There is nothing traditional about it, but you wouldn't want there to be. It's not a film that was made for reverence or silence. It was made to celebrate to, and talk over, and to get drunk with friends to, which is basically how all Christmas movies should be anyway.