Same here. Dd adores her sisters, but they've stopped coming to stay (long story, basically mom cut off access), and it has been incredibly hard on her. Even when she was smaller and they did come back, I still felt terrible to see how it affected her when they left. Now I just try to reassure her that they do love her and that she'll see them again sometime.
If you do have phone access, or the other parent is willing to mail pictures and little things like cards, I'm sure that would help, along with the reassurance that in your case they'll see each other again another holiday.