Here is the original version with David Bowie and Bing Crosby in 1977:
Here is the version I have been looking for forever, with Bob Mould and Craig Kilborn in 1996. SERIOUSLY I have looked forever and a day for this fleeting memory of Bob Mould that I had. It was so fleeting that all I could say for certain was that Bob Mould sang Little Drummer Boy/Peace On Earth. And now Shyboy Tim spends 20 seconds on the You Tubes and finds it!
This is the version that came out last year with John C. Reilly and Will Ferrell: