The title and episode parody the films Black Hawk Down and Three Kings, and Lethal Weapon is referenced during an interrogation scene.
With the use of Mr. Hankey's Poo-Choo train, Cartman and the other boys travel to the North Pole to convince Santa Claus to bring Christmas to Iraq.
With the assistance of the Underpants Gnomes, Santa prepares his sleigh and travels to Iraq, only to be promptly shot down, brought in, and tortured.
Upon hearing the news, Jesus promptly arms himself with an array of automatic weapons and travels with the boys to Iraq, brutally gunning down everyone who impedes him.
Much to the town's delight, Jimmy finally finishes his song and switches on the Christmas tree, only for the lights to then blow a fuse.
[1] "Red Sleigh Down", along with the sixteen other episodes from South Park's sixth season, were released on a three-disc DVD set in the United States on October 11, 2005.