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Donna disapproves of Andrea and Amy sleeping together with Dale in the RV, and dubs it "unchristian". (Issue 5)
Hershel Greene is a strong Christian and believes the zombie apocalypse could be the '7 Years of Tribulation' described in the Bible but does not understand why God didn't take a Christian like himself to Heaven before the Apocalypse began. (Comic Series)
Andrew turns to religion to rid himself of his addiction to narcotics. He also believes he caused the apocalypse by praying to God to get sober, as the outbreak started the very next day, with Andrew being unable to acquire any more narcotics from that point on. (Comic Series)
Negan seems to believe in an afterlife, as he believes his wife is in Heaven, and wants to die so he can be with her when confronted by Maggie. (Issue 174) Later, however, he identifies himself as an atheist, and admits that he just likes to think his wife is in Heaven to cope with the loss better. (Negan Lives)
T-Dog drives a church van in an attempt at rescuing elderly people in the time between the walker outbreak and his first scene on the series. It is implied that he has Christian beliefs and takes them very seriously.
Glenn is seeing praying following the group's arrival on the farm. (Save the Last One)
Carl is seen at Sophia's grave, mourning, shortly before he insults Carol for believing that Sophia is in a better place, stating that Heaven does not exist and that she is an idiot for believing in it. (Judge, Jury, Executioner)
Hershel Greene mentions being Christian and says, "I can't profess to understand God's plan. Christ promised the Resurrection of the Dead. I just thought He had something a little different in mind." (Beside the Dying Fire)
A few other Alexandrians are seen praying in the church when the herd invades the community, showing that even more residents are religious, such as, Anna and Tobin. (No Way Out)
Gabriel's faith is shown to be wavering with Gabriel telling Nicholls that "God isn't here anymore." (Hunted)
Due to their experiences in Afghanistan, the Reapers are religious, their leader Pope fanatically so. Pope admits to Daryl that his faith had wavered at one point until the group survived Operation Cobalt completely unharmed. Pope states that Daryl escaping from his fire test unharmed is a Baptism by Fire from God. (Rendition)
When asked if he is religious, Daryl admits that he used to be, but he isn't anymore. Now Daryl mostly just believes in himself rather than in God. (Rendition)
After moving to the Commonwealth, Gabriel experiences a renewal of his faith and begins working as a priest in a church there. (Warlords)
Jacob Kessner was a rabbi before the apocalypse, but began to lose his fate after the outbreak, finally turning to atheism once his congregation died. (Ner Tamid)
Irene was most likely deeply devout, as she kept repeating how "satanic" and "not Christian" the walkers are. (A New Day)
Ben can tell Lee that he has read the Bible he found in his room, implying that he's religious. (Long Road Ahead)
After hearing about the atrocities of Crawford, Lee replies "Jesus", causing Molly to quip that it's "kind of the opposite really."(Around Every Corner)
This also applies to the other graves dug in Ericson's Boarding School throughout The Final Season, although it is unknown if these characters are religious/Christian.
Nick Parsons is religious and has read the Bible multiple times. He believes that the apocalypse is the Devil's way to make the dead stay on Earth. Nick becomes increasingly fanatical as time goes on, slowly losing his sanity and snapping completely after killing Philip Blake.
Gene Gavin declares to the people of Woodbury that the outbreak has been foretold by the Bible and that they might in fact be living in the End Times and this might be the last battle between God and Satan. Gavin declares that, as far as the people of Woodbury are concerned, he has been appointed, by default, the Messiah. (Chaos Theory)
One of the reasons Timothy Stinnot doesn't carry a gun is because he might be tempted to commit suicide if he was surrounded by walkers, and he was brought up to think that "suicide is a one-way ticket straight to hell". Although he admits that he is skeptical of this, he'd also like to hedge his bets.