MORE ON RELIGIOUS AFFILIATIONS OF FICTIONAL CHARACTERS... No obviously Jewish characters in The Lord of the Rings, as far as I can tell, but otherwise they cover a wide theological spectrum:

ARAGORN is Plymouth Brethren, because he tells the Hobbits “My friends, you kneel to no-one”.

BOROMIR is Roman Catholic, because, when others are wary of the dangers of all creatures being in submission under the One who wears the Ring, he insists "It is a gift!"

DENETHOR is Pentecostal, because he pours oil upon Faramir and waits to catch the fire.

FRODO is Amish, because (a) he walks everywhere and (b) despite being begged, he adamantly refuses to give Bilbo a ring.

GALADRIEL is a megachurch Christian singer, because she says "All shall love me and despair".

GANDALF is Seventh-Day Adventist, because he talks about dragons and the end of the world. Or else's he's a Hyper-Calvinist, because he says "Many who live deserve death, and many who die deserve life".

GOLLUM is a High Church Anglican or an Old Catholic, because (a) he deeply desires to wear a gold ring, and (b) he refers to himself as "we" and "us" even though he has no followers.

MERRY is Baptist, because he says “I don’t think I’ll smoke ever again”.

PIPPIN is a Californian New Ager, because he exclaims in dreamy wonderment "The Eagles! The Eagles are here!"

SAMWISE is Hindu, because he addresses Frodo as “Mr Frodo”.

SARUMAN is an Episcopalian bishop, because he says "The world is changing".

TREEBEARD AND THE ENTS are Eastern Orthodox, because they deliberate for a very long time before reaching agreement that Hobbits are not Orcs.

UGLUK is Lutheran, because he says "Looks like meat's back on the menu, boys!"

ADDENDUM: And of course KING THÉODEN is a Puritan, because in the middle of a life-or-death battle he still wants his supporters to "Reform the line!"

To those who submitted variations on the suggestion that ÉOWYN would be a clergyman of [insert name of] denomination because she says "I am no man"... Charity, please, people. Charity.