In German 4 I showed this video from WDR to give students some background on the story of St. Martin.
There are also handouts from Illustratoren für Flüchtlinge that have great picture vocabulary and some of the words to the songs.
There is a good matching activity for the vocabulary at LearningApps.org:
We watched and sang "Ich geh' mit meiner Laterne"
and "Sankt Martin Ritt durch Schnee und Wind."
There's also a longer text in German (with audio) from Deutsche Welle, but I haven't tried that yet with German 4.