Full English Title: Motion Gloomy Thank You, Santa (動グルーミー ありがとうサンタ)
This is a plush, animated toy from TAITO which requires three AA batteries, and could be won as an arcade prize. According to a Hobbylink listing, it launched on the 15th of December, 2008.
The toy can come in a pink colorway or a white one. The white version of Gloomy has silver eyes, a silver nose, and silver claws that aren't bloody, unlike the pink version's claws.
Gloomy holds a blood-stained, white Christmas sack attached to his right paw, with a leg sticking out, and a Santa hat in his mouth.
Press his left paw, and Gloomy will move his right paw.