Inspired by the legendary 1885 Texas Cowboys’ Christmas Ball in Anson, multi-Platinum artist Michael Martin Murphey has transformed a piece of Wild West history into one of America’s most unique holiday celebrations.

Drawing on the tradition of gathering for merriment, music, and feasting during the “holy days,” Murphey launched a groundbreaking idea in 1992 with “Cowboy Christmas,” the first concept album of its kind in popular holiday music.

The project became an instant best-seller...