Many people keep asking what they can do on Christmas day when most things are going to be closed. The Dachau Concentration Camp Memorial Sites website says it's open on all public holidays, the only day it's closed is Monday. It may not be for everyone to see such horror on a day like Christmas but for some it may be feasible.
http://www.kz-gedenkstaette-dachau.de/memorial/index.html
So if you would like to do something else check out the tours from "New Munich Tours" they are also running on Christmas Day.