Well recently I found something that completely debunked that theory. Santa does not come on a sleigh with nine reindeer; he comes on a horse and carriage with two horses:

I found this in a road with no cars on it in Chester, Virginia. And I got to see him before Christmas. So Santa is not going to come down your chimney, and he is not going to be driving reindeer; if he did, they'd be in danger of being shot by Sarah Palin. He is going to do things the old-fashioned way, in a team of horses with a carriage. So when you hear neighing, Santa is there.