Trying to sort through the various TV Specials and OVA's for Pocket Monsters can be quite a difficult task.  TV-Tokyo often advertises the airing of Pocket Monsters movies and Mini-Movies as specials, making many people think that "Oh, Special #5 is the third movie."  Here's what I understand the various specials to be, and hopefully I can clear up some confusion:

1998/1999/2000/2001

Japanese Title:  "Pikachuu no Fuyuyasumi Yori" (OVA)

(Since Pikachu's Winter Vacation)

Amerian Title:  "Pikachu's Winter Vacation"
Air Date:  ???
VHS/DVD:  December 22nd, 1998 (Japan)
December 2000 (US)

Sorry for the strange translation, but that was the most plausible translation I could find of the word yori. 

This is the first in the "Pikachu no Fuyuyasumi," or "Pikachu's Winter Vacation," OVA series in Japan.  OVA is short for "Original Animation Video" and is basically what the Japanese call direct-to-video release.  The video was released in America, also direct-to-video, in 1999.  The video was only sold in WalMarts, so the video is a real collector's item today.  Looking for the video of the dub?  Good luck.  The dub's existence isn't even acknowledged on Nintendo's, Viz Video's, WalMart's, or any other official website. 

Thanks to Joe Klemm for the following plot information:

In the first ten-minute short, "KURISUMASU de Asobou!" (Enjoy Christmas!), Ookido-Hakase leads Satoshi-tachi to a cabin to enjoy a nice Christmas holiday.  While everyone leaves to go to the store, Pikachu, Togepi, Fushigidane, Zenigame, Koduck, and Rokon put on party hats and look at a bunch of the Christmas decorations.  The pokemon begin to play, with Fushigidane chasing Zenigame and Rokon getting its head stuck in a stocking.  Koduck manages to find a champaigne bottle, and while investigating it the duck pokemon causes the tree to fall down!  This causes the power to go out, but luckily the pokemon are able to work together to fix everything before Satoshi-tachi return.

The second short, "Yuki de Asobou!" (Enjoy the Snow!) involves Pikachu, Togepi, Fushigidane, Zenigame, Koduck, Rokon, Ishitsubute, and Iwaku playing in the snow.  They are having fun when they encounter a mother Garura and her baby.  The baby Garura is a bit shy and refuses to play with the other pokemon at first, but it soon comes around during a snowball fight.  Nyasu is looking down on the snowball fight and tries to hit everyone with a giant snowball, but his plan winds up backfiring and he gets crushed instead.  Afterwards, everyone decides to go sledding, but their fun turns into terror when they notice that they're headed toward an icy pond!  Luckily, everyone is saved by the Garura mother and the pokemon eventually return to Satoshi-tachi.

1998/1999/2000/2001