There are a few different orchids that have that nick name. The one I can think of off hand is Cattleya trianae. Basically anything that blooms during the Christmas season.
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"We must not look at goblin men,
We must not buy their fruits:
Who knows upon what soil they fed
Their hungry thirsty roots?"
Hi Myst. I think Tindomul is correct in stating about anything that dependably blooms at that time of year sometimes gets that tag of "Christmas Orchid". Two others that are quite often referred to by that nickname are Angcm sesquipedale and C percivaliana. Here are pictures of these two.
In Australia Calanthe triplicata is also called the Christmas orchid, but all of these not for their colors, but because that's when they bloom in their native countries.
It has everything with when they bloom. Keep in mind that "Christmas orchid" is not really a part of their actual name. People refer to them as that since they are fairly reliable to have flowers at that time of year.