Christmas on the River in Demopolis, AL is kinda neat. You can stay at the Foscue Creek (COE) campground (most sites are w/e/s) that's right on the river, though it might be too late to reserve for this year. If you are lucky enough to get one of the riverside sites you can watch from your RV otherwise there are benches, picnic tables and plenty of room for lawn chairs along the river.
They have the Christmas Parade where the "floats really float". They are actually huge barges going down the river. The main festivities are a little down river at the marina and include the AL State Barbecue championship.