With it being after Christmas, it is probably too late to talk about a film with a Christmas theme. However, there is a short film that really brings the theme of virgin birth along with the savior of the world, and it is called Anomaly.
Anomaly is a short film directed by Dan DiFelice and Salomon Ligthelm. It was originally a Kickstarter project, which means that it required crowdfunding to get it made. It had a goal of $60,000, but it made more than its financial goals as it achieved over $67,000 with 654 backers.
The story of Anomaly is set in on an alternate Earth during the Space Age. The film is about an astronaut named Oliver (Christian Cooke) who has met the love of his life named Haley (Lexi Johnson). Oliver is serious about going into orbit, and he is also serious about Haley as well. Unfortunately, Haley brings him some unexpected news: she is pregnant. The problem is that Haley and Oliver have never had sexual relations.
Oliver leaves Haley, and is then sent out into space onto a spacecraft called Anomaly I. He soon discovers that a comet is about to travel dangerously close to Earth. This comet was predicted by Noel Fitz, whose theories were shunned by the scientific community. At this same time, Haley is about to give birth. These stories then come together in a very dynamic and emotional conclusion.
I found the entire film on the Sploid website, and I have to say that it is worthy of its high rating on imdb of 8.4. The film uses a very sporadic editing pattern as well as strong musical score to tell its story, which is "an abstract interpretation of the historical Christmas narrative".
According to the Kickstarter page, it says that the film-makers and artists are "eager to depart from their normal high-art/high-concept work in order to be stretched into longer-form narrative content". What it does not say is whether or not the film-makers had attempted to deliberately make some Christian film of some type.
I say that it doesn't matter, as the end-product is very profound and beautiful, and should be viewed for oneself.