Jeff Dunham's Very Special Christmas Special is the third Comedy Central special featuring Jeff Dunham. It features Dunham in Milwaukee, Wisconsin during Christmas time. It is also Dunham's first musical.
- Walter: A grumpy, old Vietnam War veteran who has a negative and sarcastic view on the world.
- Achmed the Dead Terrorist: A skeletal corpse of a non-threatening terrorist.
- Bubba J: A redneck who has the similar habits of drinking beer and watching NASCAR.
- Peanut: A purple Woozle-like creature with a hyperactive and rude behavior.
- José Jalapeño on a Stick: A Mexican pepper on a stick who is paired with Peanut.