When Ralphie is being put onto Santa's lap by the elf in the department store, she spins him around. The camera pans around, as if we are seeing what he sees as he is being spun and deposited in Santa's lap -- look down to the ground; the entire store is empty, as is the stair case he and Randy just came up to reach Santa.
Also, when they first arrive in the store and their mother is giving them instructions you can can hear the screaming of the children as they come down the slide. The same screams repeat themselves throughout the store scenes.