Artists projecting aspects of themselves onto characters is par for the course when it comes to fanart, so why should religion be any different?
Christian Master Chief
Most devout mass-alien murderer ever.
Source: fc09.deviantart.net
Jewish Shadow the Hedgehog
From the description: "Shadow is the kind of guy who would be like 'oh crap... only enough oil to light the candle for one day... damn it...' and then he'd sit there for eight days and then someone would come walking in and be like 'AH! It's a miracle' and Shadow "no shit....'"
Source: fc08.deviantart.net
Mormon Mario
The description says this was created by a Mormon missionary to help explain the afterlife.
Source: fc04.deviantart.net
Hindu Zelda
Adding a lot more gods to the Zelda pantheon.
Source: th02.deviantart.net