Denzel Washington and Neal McDonough are very religious. I read that Denzel even though about becoming a preacher but turned to acting instead. Neal McDonough (the guy in Band of Brothers) refuses to do movies that might offend his faith or have him do something sinful.
Kirk Cameron is an adamant Christian, as well as one of the Baldwin brothers, I think Steven. Sean Astin and Kevin Sorbo might be, as I know they've acted in some Christian-themed movies. Religious celebrities are hard to find, as many or most celebrities are not religious or keep their beliefs private.