"The winter solstice is again upon the Northern Hemisphere, and though the year's shortest day heralds the onset of winter it also promises the gradual return of the sun after a prolonged period of darkness. That there are holidays at the time of this astronomical event is no coincidence. Since ancient times, people have celebrated the solstice and observed it with many different cultural and religious traditions. Some of them survive to the present day though not always in the form you might expect." Read more at National Geographic News
Candlegrove.com is a rather interesting site describing some of the ancient origins of winter solstice and of Yule or jul (or joulu in Finnish), which may have originated in Scandinavia. Note also the references to some of the ancient solstice architecture around the world, such as Stonehenge, Newgrange, and Maeshowe in the UK and the Sun Dagger of Chaco Canyon, New Mexico.
Update Dec.22.04: Anna L Conti has some really neat solstice photos and links, especially the Chumash rock painting as a seasonal marker. (Strange that we are thinking similar thoughts and referencing each other here!)
And if this subject really grabs your interest, check out Doug Alder's "Drivel" on the Yule and other pagan celebrations.