You can hang Christmas lights without nails by using clips, hooks, or suction cups to attach them to surfaces. You can also use double-sided tape or Velcro strips to secure the lights to walls or windows. Some people also use zip ties or wire to tie the lights around banisters or other objects. Whatever method you choose, make sure to be mindful of the electrical safety and be gentle when hanging the lights so that you don't damage the wires.