I'm not aware of any shows although you could google. I'm sure there wil be gospel services for Christmas that you would have to arrange to attend far in advance.

There are at least 2 different tours of Harlem on Wednesdays that include hearing a gospel choir.
Late afternoon
http://www.harlemheritage.com/2011/03/05/harlem-wednesday-walking-tour-gospel-concert/
morning
http://www.harlemspirituals.com/harlem-gospel-tours.php

PS these are not necessarily Xmas related. Not sure whether calling them a "show" is appropriate since this is a form of prayer. Since you may not be seeing it inside a church, I suppose "show" isn't a terrible term but under normal circumstances it would be inconsiderate.

sorry....no disrespect intended.

although the tour you mentioned is called a gospel and jazz tour...

adriang177: I didn't think you were being disrespectful at all. Enjoy your visit to Harlem!

mclaurie: Both terms, 'religious service' and gospel 'show' are used in the descriptions of the Harlem Heritage tours.
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Since the word 'gospel' by definition refers to a religious expression I would assume those attending these events would enjoy this experience within an appropriate context. For example: Ask before you take any photos! A visitor could also make a donation to the church when the basket is passed.

thank you Bowsprit!