Not technically a DIY, but this is so beautiful and it shouldn't be that hard to figure out...
Valerie Armstrong Hand-Sewn Cards
Free Holly Wreath Prick and Stitch e-pattern
Christmas Santa Hat Stitching Pattern on Craftsuprint designed by Sarah Edwards - A stitching pattern of a Santa hat. Comes in two sizes to suit your crafting projects. - Now available for download!
Изонить - AngelOlenka - Picasa Web Albums
Caterpillar Stitch - Caterpillar Binding by MissRuth, via Flickr
Christmas Tree Paper Embroidery Pattern for Greeting Cards
Paper Transformer: Paper Stitching Tutorial and lots of links to free paper embroidery patterns