Aside from Christmas, pretty sure there's one or two Bible quotes in the books (Harry doesn't even recognize the one from New Testament on his parents' tombstone and has to be placated by Hermione - who is, hilariously, sometimes portrayed as Jewish in fanfiction - telling him where it's from). Also, in the last book, when they're taken to the Malfoy Manor, it's explained that Draco is there because of an Easter break. Funnily enough, I'm pretty sure there was no mention of Easter breaks in the previous books, which would mean it was established by the Death Eaters, who were contolling Hogwarts at the time. Also the fact Harry had a godfather would mean he was baptized, but all of it is pretty generic.