Answer: Donner and Blitzen
Santa Claus's sleigh is meant to be led by eight reindeer: Dasher, Dancer, Prancer, Vixen, Comet, Cupid, Donner (also Donder or Dunder) and Blixem (also Blixen or Blitzen). Sometimes Rudolph is added too.
Donner and Blitzen come from the Dutch words for thunder and lightning (in modern Dutch, "donder" and "bliksem"). They are also similar to the German equivalent of these words ("donner" and "blixem").