Ideas:
Holy Cities: (Christian) Jerusalem, Vatakin City, Damascus, Byzantium, Alexandria, Bethlehem;
(Jewish) Ur of the Chaldees (Abraham), Jerusalem, Gilgal, Goshan, Samaria;
(Islam) Jerusalem, Mecca, Medina, Baghdad, Samarkand;
(Zoroastrism) Persepolis, Babylon, Susa;
(Pan-Hellenism) Olympus, Athens, Rome, Corinth, Sparta, Rhodes, Pergamum, Heakleum;
(Blood Cult (Aztec/Myan)) Chichen Itza, Tenochitlan, Teohuican, Cuzco, etc;
(Druidism) Aliesa, Lugdunum, Mona, Norfolk;
(Confuism) Bejing, Yin, etc;
(Daoism) Bejing, Yin, etc;
(Shinto) Edo, Fuji, Kyoto;
(Hindu) Deli, other Budha places, cant remember off the top of my head;
(Greek Orthodox) Byzantium, Alexandria, Damascus, Kiev;
(Protestentism) Geneva, Edinburha, (Bohemia), Ampsterdam, London, (Luther's town), La Rachel.
Some of the cities wernt "Holy Cities" per say but were important for the stated religion and give some options.
Units: (Islam) Ansar Warrior (mounted Jihadist), Imam (Healer/Scientist/Priest/ Missionary), will think of others later;
(Jewish) Maccabe Warrior(gurilla), Zelot(gurilla), Essene(assassin/spy), Davidic Hero [has a hebrew name] (swordsman);
(Christian{Primaraly Catholic}) Crusader (Foot Knight), Inquisitor, Monk(relig pts.,

), Bishop(relig pts.,

), others mostly knightly;
(Pan-Hellenism) Cultist (think Maened), Olympian (athlete), Myrmidon (Spear);
(Blood Cult) Eagle Warrior, Feathered Warrior, Blood Priest;
(Druidism) Druid, varius celtic warriors;
(Hindu) Vishnu Warrior, others;
(Protestantism) Hugenought (Musketman), Dike Guard, (Dutch/Engilsh pirates), Swiss Cantoneer, German/Scotch/Dutch/Hugenought infantry and cavalry.