Genuinely surprised there's not a more comprehensive answer already. I short: yes, absolutely, though not all of them seem to remember the history of their religion.

The most obvious ones are Joshua and Daniel in New Vegas (Honest Hearts) and Marcella in FO3 (Point Lookout) who says she is part of a Christian sect called The Abbey of the Road. There are also priests and churches that are pretty heavily implied to be Christian. The Clifford and Diego in Rivet City (FO3) are confirmed as Catholic in the official game guide. Pastor Clements is one of the first NPCs you can meet in Diamond City (FO4). The latter is unphased when the Sole Survivor calls him "Father." Lots of characters also make casual Christian references or show familiarity with the Bible, including James (your dad in FO3).