Brumalia is an ancient Roman winter festival incorporating many smaller festivals celebrating Saturn, Ops and Bacchus. The word Brumalia comes from the Latin bruma meaning "shortest day".
This month-long festival lasted from about November 24th till the Waxing of the Light, about December 25th and is said to have been instituted by Romulus, the legendary founder of Rome who, and continued into the 6th century. According to 6th century historian John Malalas1, Romulus entertained his Senators, army and staff throughout the month, assigning each day a letter and inviting those whose names began with the assigned letter to dinner parties. He also encouraged his Senators to likewise entertain their friends and staff in the same manner. According to John the Lydian, sacrifices were made of pigs to Demeter and Cronus and goats were sacrificed to Dionysus2 and speculates that Cronus is honored at this time because of his banishment into the darkness of Tartarus.
The festival marked a break for the Senate and included feasting and general merry making as well as divination to determine the city's prospects for the coming year. It also incorporated a number of smaller holidays associated with various Gods.
Some modern Pagans use the word Brumalia to simply indicate the winter holiday season including all of its various festivals and activities. This seems quite in keeping with the spirit of the ancient use of the word.
Related festivals include Saturnalia, Sol Invictus and the ancient Greek Lenaia.
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Haha, my name is Brummel. I knew there was a reason I am happily Pagan! 💃