The Christmas Season starts with Midnight Mass or the Christmas vigil (according to the new rite) and continues with a holy joy until the 2nd Vespers of the feast of the presentation of the Lord (February 2nd).The celebration of a 40 day season for Christmas goes so far back into antiquity that it is impossible to know at what point in time it became a tradition. The Feast of the Presentation was established as a feast on this date at least by the 6th century. Mary was obliged by Jewish law to present Our Lord to the Lord 40 days after his birth, thus bringing the joys of Christmas to a natural conclusion.
Until 1969, the ancient Feast of the Presentation of Our Lord, which is of Oriental origin, was known in the West as the feast of the Purification of Our Lady, and closed the Christmas season, forty days after the Lord's birth.- Directory on Popular Piety and the Liturgy (120) of the Vatican Website.
Traditionally speaking, our Christmas trees should go up on Christmas Eve and brought down on the Feast of the Epiphany with the arrival of the Magi with their gifts of gold ,frankincense and myrrh. On this day the three wise men are added to our manger scenes! In Europe, the Christmas Creches are only taken down on February 2nd.
Here is what Dom Gueranger has to say on this subject:
We apply the name of Christmas to the forty days which begin with the Nativity of our Lord, December 25, and end with the Purification of the Blessed Virgin, February 2. It is a period which forms a distinct portion of the Liturgical Year, as distinct, by its own special spirit, from every other, as are Advent, Lent, Easter, or Pentecost. One same Mystery is celebrated and kept in view during the whole forty days. Neither the Feasts of the Saints, which so abound during this Season; nor the time of Septuagesima, with its mournful Purple, which often begins before Christmastide is over, seem able to distract our Holy Mother the Church from the immense joy of which she received the good tidings from the Angels [St Luke ii 10] on that glorious Night for which the world had been longing four thousand years. The Faithful will remember that the Liturgy commemorates this long expectation by the four penitential weeks of Advent.
The custom of celebrating the Solemnity of our Saviour’s Nativity by a feast or commemoration of forty days’ duration is founded on the holy Gospel itself; for it tells us that the Blessed Virgin Mary, after spending forty days in the contemplation of the Divine Fruit of her glorious Maternity, went to the Temple, there to fulfil, in most perfect humility, the ceremonies which the Law demanded of the daughters of Israel, when they became mothers.
Besides, who has ever known of a joyous liturgical season (Christmas) being shorter than the season of preparation and joyful penance. Please recall that in some regions, Advent is six weeks long, not four like ours.
Unlike the Roman Rite, the Ambrosian Rite celebrates six Sundays of Advent (beginning with the Sunday after St. Martin’s Day) with proper epistle and gospel readings. These six Sundays were marked by seven Prefaces altogether: one for each of the first five, with two assigned to the Sixth Sunday of Advent. - Ambrosian Preface Texts for Celebrating Advent
Although there are several differences between the current General Roman Calendar (also referred to as the Ordinary Form or OF) and the 1962 Extraordinary Form Calendar (EF), the structure of both of the liturgical seasons is still very similar. Below is a combined calendar of both the Ordinary Form and Extraordinary Form calendars.

It seems inevitable every Christmas that there will be polite disagreement among Catholics as to when the Christmas season officially ends. Usually the discussion revolves around when to take down the Christmas decorations. Most of my friends will wait until after the Epiphany or after the Baptism of the Lord. But every year someone will say that that they are following the traditional and official end of the Christmas season, February 2nd, 40 days after Christmas, which is the Feast of the Presentation of the Lord or Purification of the Blessed Virgin Mary (commonly called Candlemas, in Greek Hypapante). Christmas to Candlemas: When is the Real End of the Christmas Season?
Often we will come across websites stating that the Christmas Season end on the Feast of the Baptism of the Lord. Liturgically speaking this is an err. This is simply the end of the Liturgical Time of Christmas. We can see in both the Ordinary Form of the Mass and Extraordinary Form of the Mass, that the Church dons green vestments the day following this magnificent feast. Nothing has changed here.

United States Conference of Catholic Bishop’s Calendar is a prime example of when the liturgical Time of Christmas ends. The actual Season of Christmas ends on February 2nd.