The Holiday Special was definitely shot on video. It has that soft focus "shot in a television studio" kind of look to it that you get with things like soap operas, classic Doctor Who, and Dark Shadows. Besides the recycled movie shots and outtake footage, there wasn't anything in it that looked like it could have been shot on film.
There were a couple of times where rumors surfaced that a film copy of the Special (or sections of it) had surfaced, but these both turned out to be either untrue or an outright con...
The first one was when a high-end auction house put up a 16mm film reel that purported to be the footage from the Jefferson Starship segment. I found this to be very hard to believe, but thought maybe there was some odd chance either they shot that segment separately on film and edited it into the Special, or maybe someone (the band, perhaps) needed just that video on film and had it transferred. I talked to the guy who was the seller, and he turned out to be someone who worked on the production. He was certain the reel had been used during the making of the show. I took a risk and won the auction, with the full assurance that if it turned out to be not what it was supposed to be I could get a full refund. When I received the reel, I immediately took it to a transfer house and had it telecined (along with some family 8mm footage I'd been meaning to get done). When I got it back, I wasn't too surprised to find that the footage was not the video from the Holiday Special at all, but a 1976 video for the song "St. Charles" featuring Grace Slick. It was still a cool find, and very very rare--I could only find one person on the internet who claimed to have a copy, and even when the band released a DVD of their promo videos recently, this was NOT included. So I sent the film back and got my refund, and talked to the seller about what this might have actually been. We came to the conclusion that this reel was probably ordered by the production to help sell the idea of using the band in the Special.
The second time was when a very dubious-looking auction came up on eBay where the seller claimed to have the entire Holiday Special on a 16mm reel (or two, it wasn't clear). Why the show should be on film, we had no idea. There was talk on this forum that some TV shows were put on 16mm film to show to schools or the military overseas, but that also seemed unlikely in this case. The seller was very dodgy when asked about details, and the whole thing sounded extremely fishy. The photos given proved nothing, and the seller seemed incapable of taking a picture that showed any of the actual film frames. In the end, I decided against trying to win the auction because of the dodginess of the auction, and the fact there was no way the entire Special could fit on a couple of 16mm reels (which normally hold about 11-12 minutes each at 400 feet of film!). As it turned out someone in France paid a lot of money for it and not surprisingly, from what I could gather, received nothing. The seller seemed to be involved in other eBay scams as well. It sounded too good to be true, and it was.
So the fact is, the Holiday Special should never have existed on film at all. The master copies are on 3/4" U-Matic videotapes, and it's extremely unlikely anyone would convert them to film, especially given how much of a turd the Special tuned out to be.
--SKot