This type of publication has been around for almost two hundred years and is still popular today. Produced by magazine publishers, these once-yearly special issues were given as Christmas presents; many contained copious stories and illustrations and were expensively bound in leather with gold lettering. Forget-Me-Not published by Rudolph Ackermann is generally acknowledged as the first of its kind, appearing in 1823.
Select volumes can be seen at Nineteenth Century British & American Literary Annuals (University of South Carolina); The Belgravia Annual (Online Books Page); Forget-Me-Not and Juvenile Forget-Me-Not (HathiTrust); Beeton’s Christmas Annual (HathiTrust); Boy’s Own Annual (HathiTrust); and Routledge’s Christmas Annual (Online Books Page).