Shannon,
I am not exactly sure exactly what you are talking about when you say the parks "close down".
If you are talking about the
Mickey's Very Merry Christmas Party, that is what is referred to as a "hard ticket" event. By that, they mean that you have to have a separate ticket to enter. More on that in a minute, but the basics of the party are that they typically are held a few nights per week. They have a total of 15 to 20 nightly parties anywhere from mid-November through to just a few days before Christmas. While the standard park hours will typically run from 9 am through to 7 pm, the party will go from 7 pm until around midnight.
But what is this "hard ticket" business? To attend the party, you have to has a separate admission ticket. So even if you have been visiting the Magic Kingdom that day, you would need to leave the park for the day at around 7 pm. At that point the party will officially start. So from 7 pm on, only those with these extra tickets can stay in the park for the party. Regular visitors from earlier in the day who don't have the party tickets will have to move on to other magic elsewhere.
BOTTOM LINE: These are great parties, and might be worth considering, though the added cost can be significant. Regardless, these parties are something to consider in trip planning. On a Magic Kingdom day, from 7 pm on you have to have something else to do.
Does that answer your question? If I missed the mark, which is entirely likely, can you send me a follow-up question and re-state what you meant, and I will try again!
Have a magical vacation!