A new documentary shows the royals do know how to have fun during the silly season, from competitive board games to gag gifts.
A new documentary, Sandringham: The Queen at Christmas reveals that festivities kick off when the royals turn up at the Norfolk estate on Christmas Eve for a drinks reception hosted by Prince Philip, who mixes the drinks himself.
Royal expert Ingrid Seward says Philip tends to make the drinks "very strong", although he sticks to drinking pale ale himself.
"I think the Queen likes a martini, other people would rather have champagne ... they're not great drinkers, but the drinks are very strong.
"So anyone that's a guest would be knocked out by these drinks."
After the drinks reception, the royals sit down to a six-course meal by candlelight.
And nobody goes to bed before the Queen, says Seward.
"Of course when Princess Margaret was alive nobody went to bed before her either. So that meant two or three o'clock in the morning."
The royals like to sing around the piano, especially if one of them plays the piano well like Princess Margaret did.
They also give and receive their gifts on Christmas Eve, originally a German tradition introduced by Queen Victoria's husband Prince Albert.
But they're not the extravagant gifts you might expect - instead they purposely buy each other the tackiest joke gifts they can find.
Present giving kicks off at 6pm in the drawing room, where the gifts opened are "the jokier the better", the documentary reveals.
Over the years the Queen has received a "Big Mouth Billie Bass" - a singing fish to hang on her wall - and a kitchen apron as gifts.
One Christmas Eve Harry gave William a comb to tease his balding brother, while Kate bought Harry a "Grow your Own Girlfriend" kit before he met Meghan Markle.
During Diana's first Christmas at Sandringham she missed the joke gift memo and bought Princess Anne a cashmere jumper - and got a toilet roll holder in return, the documentary reveals.
But she caught on quickly and the next year bought Sarah Ferguson a leopard print bath mat.
After a late night celebrating there's no sleep in for the royals - they start the day by attending church, with cameras on them from all over the world.
But first they eat a buffet breakfast together, with everyone receiving a stocking full of gifts from the Queen - including the corgis.
After church the royals tuck into a Christmas spread with all the trimmings, after which they sit down together to watch the Queen's Christmas message.
Royal writer Richard Kay says the family have a "wonderful relaxed time" over Christmas, playing board games and charades.
"The Queen is a very good mimic and did a wonderful Margaret Thatcher impression years ago."
But Monopoly is off the table, as royal author Claudia Joseph says it "gets too vicious as they're all so competitive."
Most of the family leave on Boxing Day to see other family members, while the Queen and Prince Philip stay on the estate until early February - the anniversary of George VI's death.
The Queen's father died at Norfolk in 1952.