A "julehefte" (literally "Christmas booklet") is a special magazine that is printed and sold for Christmas, usually available in shops during most of December. According to Store Norske
, the first julehefte, titled "Julegave eller en liden samling av udvalgte Selskabs- og Drikkeviser ved norske Forfattere" ("Christmas present or a small collection of selected party and drinking songs by Norwegian authors") came out in 1817. In the beginning, the content was mostly religious or informative in nature, but in the beginning of the last century, julehefter with comics started appearing, and eventually almost replaced the other kind.
You can still find julehefter with historical and informative content, for example "Jul i Romsdal" ("Christmas in Romsdal"), which has articles on topics related to Christmas or Romsdal or both, however the majority of julehefter sold are comics (At least when measured in volumes, but not necessarily when measured by number of different titles. There are a lot of local variants of the "Jul i ..." theme.).
Interestingly, for a lot of the comics you find in the form of a julehefte, this is the only place they are found, at least that I am aware of. The most famous example is probably "Knoll og Tott" (The Katzenjammer kids), which has been available as a julehefte since 1911, and which I have never seen anywhere else. The one I am looking most forward to this year is probably "Ingeniør Knut Berg", which is a Norwegian comic about an engineer called Knut Berg, created in the 1940s, a time when "Ingeniør" was the kind of title people included on the tombstones. From 2007 to 2009, Ingeniør Knut Berg came out as a julehefte with new stories written by Norwegian authors Jon Bing and Tor Åge Bringsværd, but this year's story is one of the original ones from 1958. Exciting stuff.
In addition to the more obscure comics, there are of course also more mainstream ones which are found as a julehefte. The best example is probably Donald Duck, of which there are no fewer than four different julehefter this year. Note, by the way, that even for comics which have a weekly or monthly magazine of their own, the julehefte is often separate from the Christmas edition of the regular magazine.