Having forgotten to get many of her numerous pets spayed or neutered, Harley Quinn now has several litters of kittens and puppies to dispose of. Naturally, given that it's the holidays, Harley decides to gather them all up in a sack and distribute them as gifts - much as she'd like to keep them. Big Tony comes up with the clever plan to go to the mall and sneak the pets into packages and shopping bags, so that nobody has a choice about whether to take the animals. That, he thinks, is at least a better plan than taking them to a shelter.
Advertising that they will help carry people's packages to their vehicles, the pair begin sneaking kittens and puppies into bags as customers share their life stories. When Harley meets one who seems to hate animals, she decides to withhold her kitten, and sneak him some dynamite instead. Despite getting rid of all of the baby animals, Harley is heart-broken over having to give up a little pug who seemed attached to her. Tony reminds that they still have more than a hundred pets waiting at home, and she'd have to let him go. She decides to walk rather than drive back with Tony, so that she can process her emotions. Instead, she breaks into the local police station and forces an officer to get her the address of the person she gave the pug to, using her license plate.
Unfortunately, the woman lives in Queens, and knowing she'll need a car to get there from Brooklyn, she steals a hummer - as punishment to the owner for owning it. With the help of an unhinged homeless woman, Harley navigates her way to Queens, and lets the lady have the hummer. When she sees the nice house her pug has ended up at, she wonders if it might be safe to just let him be - but she can't help but check on him. She finds him under the Christmas tree, with a bow 'round his neck. and decides that she wants a bow of her own - which she swipes from one of the many presents. Enamoured by all the decorations, Harley avails herself of some eggnog and falls asleep under the tree.
When morning comes, little Cindy wakes up and drags her parents out of bed, warning that if she doesn't get everything she wanted, she will scream. When she sees Harley and the pug sleeping on the floor, she is filled with glee, despite her parents' confusion. After prying Cindy away, her father takes Harley aside and demands to know what she's doing there. When Harley explains her puppy situation and her intention to leave, he begs her to stay to keep his daughter from going nuts, promising to pay anything she wants. There's a catch, however: she won't be able to leave unless she can prove she's a very bad toy.
Once reunited with Cindy, Harley suggests they open the other presents, and Cindy begins kicking and stomping on them, explaining that she prefers to open them that way. Harley joins in, and admits that it is fun. Cindy then suggests they light the tree on fire, but Harley suggests they eat all of the candy canes in the house instead. They eat so much candy that they both throw up pink vomit onto themselves, and laugh uproariously. When it is announced that dinner is ready - - the girls throw up again.
After a bubble bath and a round of laundry, Harley wonders what Cindy's parents did that made her so angry at them. Cindy explains that her real mother was hit by a bus on Christmas day a few years ago when she was returning a tie Cindy's dad didn't like. Her Aunt Linda moved in with them to look after her after the funeral. Cindy explains that she's not mad at Linda, but she's mad at her dad for making a fuss about the tie, and causing her mom's death. She blames Santa Claus for failing to get the right tie. Now she hates Christmas, and behaves badly as a result.
Harley confesses that she's not a Christmas present, and Cindy admits that she knows as much. So, Harley decides to solve the problems between the girl and her father. She is, after all, a psychiatrist. She reminds that it was an accident. Cindy's dad wasn't driving the bus, and he might be hurting just as much as she is over the loss. He spoils her because he feels guilty. Sometimes, things just happen for no reason, and the trauma they both suffered as a result has caused lasting damage to their psychological developments. They have to learn to forgive each other - and what better day to do it than Christmas? Cindy admits that she does love her father, and she knows he misses her mom. She wants things to be like they were before. Harley suggests that even if they can't solve everything with a year's worth of therapy in one day, she has a plan.
From the dinner table, Cindy's dad and aunt hear the sound of arguing between her and Harley. Secretly grinning, Cindy and Harley are faking it for their benefit - until Harley begins making threats with an axe, chasing the little girl around the house. Valiantly, Cindy's father leaps into action and knocks Harley aside, prompting Cindy to give him the axe. He warns Harley to get out of the house, and escorts her to the door with the axe in hand, as he promises to protect his little girl at any cost. At the door, he grins and gives Harley the money he promised, thanking her for the good job. Outside, Harley hears Cindy call from her window, and she promises that they will be a happy family. Harley makes the girl promise to take good care of the pug in turn, threatening to come for her with an axe for real if she doesn't.
At last, Harley returns home to her loft, and is surprised to find all of her friends gathered for a holiday party.