Here are some interesting data from a study by Hummer et al. (Demography, May 1999). They examined data from 21,000 individuals over an eight year period and observed death rates as a function of various personal characteristics, one of which was religious attendance.
From that they estimated life expectancies for sample members, and they found a suprisingly big difference.
So, a twenty year old who goes to church more than once a week can be expected to live 8 years longer than a twenty year old who doesn't go to church. (I.e., live to be 72.9 years old)
What does this mean? Well, the data don't have measures of types of religion, so we can't disentangle Christian vs. Jew vs. Muslim, but we can assume that he great majority of church goers in the sample are Christians.
Why does this occur? There's a big literature on "why" religion is associated with longer lives, which I may blog about some time, but for now it suffices to say that church going Christians live longer than people who don't go to church.
Next: Gender differences in religion and mortality