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OP, there are a couple:
Haibane Renmei - the idea of purgatory was a big influence here
Trigun - there are some Christian themes mixed in here and the mangaka is a Christian if I recall correctly
Yume Kakeru Kougen: Kiyosato no Chichi Paul Rusch - this is an anime about a Christian missionary who set up an orphanage in Japan after the war
But really if you want Japanese works that intersect with Christianity, don't waste your time watching anime, go read Shusaku Endo's books instead, starting with the novel Silence.
