Contrary to popular tradition, Santa Claus was not an invention of the Coca Cola company, nor a recent creation of the advertising industry; a recognisable figure of "Father Christmas" had evolved by the beginning of the 19th century, as a fusion of two religious figures: St Nicholas and Christkindlen (the Christ Child) - Santa may be the real deal but some of his associates have bogus credentials.
Rudolph:
Made famous by the song "Rudolph The Red Nosed Reindeer" - (which the same plot as Hans Christian Anderson's tale of the Ugly Duckling). Rudolph has become a standard Christmas - his character is now permanently associated with Santa Claus.
The first known literary naming of Santa's reindeer is in a poem: "Twas the Night Before Christmas" by Major Henry Livingston Jr (1748 - 1828).
"DASHER! now, DANCER! now, PRANCER and VIXEN!
On, COMET! on CUPID! on, DONDER and BLITZEN!"
No mention of Rudolph there; He was created in 1939 by a copywriter called Robert L. May who at the time was employed by the Montgomery Ward department store chain. The "song" was originally published as a set of rhyming couplets to be included in a promotional children's colouring book.
The poem was improved and then set to music by Robert's brother in law Johnny Marks. The song we know was recorded by Gene Autry in 1949 and sold over two million records.
Santa's Elves:
According to western commercial tradition, Santa is attended by a throng of elven helpers - perhaps the most sickening description of this concept can be found in the movie "Santa Claus" (1985, a.k.a. "The Santa Clause" in the United Kingdom).
This movie shows one of the classic portrayals of Santa as a jolly yet obese old man attended to by a horde of unpaid elfin labourers - these hard working creatures labour year long, with their traditional craftsman's tools to assemble charming but dull wooden toys.
I've not yet been able to find a conclusive origin for the elves, however the modern "tradition" seems to have originated from the description penned in 1964 by Johnny Marks (also probably derived from a Robert L. May concept).
We are Santa's Elves (c) 1964, Johnny Marks
Ho ho ho.
Ho ho ho.
We are Santa's elves.
We are Santa's elves,
Filling Santa's shelves With a toy
For each girl and boy.
Oh, we are Santa's elves.
We work hard all day,
But our work is play.
Dolls we try out,
See if they cry out.
I prefer Bill Hicks' inversion of that idea: Satan's Little Helpers | 
