2003 Anime[]
Christianity, as portrayed in the 2003 Fullmetal Alchemist anime series is an ancient monotheistic Religion. The followers of this ancient faith created the secret city that exists beneath Dante's lair and, as such, she and Hohenheim Elric may have been practitioners. However, according to Dante, all the adherents besides the two of them - as well as their system of time measurement based on the birth of Christ - had died out centuries ago. Although no one in the Fullmetal Alchemist series practices or even knows of Christianity, the town of Aquroya holds a church which seems to mimic some of the practices of the Christian church. The infamous thief Psiren spends a short time as a nun in this church. In Episode 16, as well, Al is seen with wards stuck onto him with crosses on them, which is the symbol of Christianity.
Manga[]
In the manga, there's no mention of Christianity or any known religion of our world.
According to the "extras" at the end of volume 12, Hiromu Arakawa states that there's no Christianity in FMA's world and, therefore, no religious holidays such as Valentine's Day ("conspiracies created by chocolate companies"), Christmas or Easter, as well as no churches related to Jesus Christ. All religions mentioned in the manga (Letoism and Ishvalan) were made up by Arakawa herself. However, Arakawa used cross-shaped graves in Chapter 12 when illustrating Barry the Chopper's execution during his flashback. Likewise, Madame Christmas takes her name from the eponymous holiday.
There are several mentions to "God" in the manga, but these statements seem to be detached from any specific religious beliefs.