"Where you treasure is, there will your heart be also."
-- inscription on the grave of Ariana Dumbledore in the Godric's Hollow graveyard
We know of several churches specifically:
- The church of Little Hangleton, with its adjacent graveyard;
- The church of Godric’s Hollow, which Harry and Hermione pass by on their Christmas Eve visit;
- The church hall of Little Norton, where the Hobgoblins performed.
- The churchyard in Little Hangleton was dark and surrounded by yew trees (GF32, PS5).
- Harry and Hermione visited Godric's Hollow on Christmas Eve and heard people singing carols inside the church (DH16). The church reminded Harry of good times in the past when he enjoyed Christmas at Hogwarts. Nearby they visited the monument to the Potter family, disguised as a war memorial obelisk, and the graves of Harry's parents and Dumbledore's family (DH16). Other Potter relatives possibly buried in Godric's Hollow may include Linfred of Stinchcombe, his son Hardwin and daughter-in-law Iolanthe Peverell Potter (heir of Ignotus, owner of the Cloak of Invisibility), Henry "Harry" Potter, Fleamont Potter and his wife Euphemia, the parents of James Potter (Pm).
- A story in Luna Lovegood's Quibbler magazine mentioned a wizarding band called the Hobgoblins which played in a church hall in Little Norton. That was the last place musician Stubby Boardman ever played. and according to Doris Purkiss, Stubby Boardman was actually Sirius Black (OP10).
We can see wand symbolism in the tale of two churches in the series. The Little Hangleton churchyard near the Riddle graveyard is surrounded by yews, which produced Tom Riddle's wand wood. While there are no trees named near the Godric's Hollow church, Harry visits at Christmastime, which corresponds with his holly wand.
It's quite possible that Harry was baptized in the Godric Hollow church, although there is no definite canon. J.K. Rowling talked about Sirius becoming Harry's godfather during a christening ceremony, but did not tell us the location.
When Harry was born, it was at the very height of Voldemort fever last time so his christening was a very hurried, quiet affair with just Sirius, just the best friend. At that point it looked as if the Potters would have to go into hiding so obviously they could not do the big christening thing and invite lots of people. Sirius is the only one, unfortunately (EBF).
That is also another significant point about the churches. Tom Riddle hated his father's family, murdered them, and had no spiritual or emotional connection to the church in Little Hangleton. In fact, he defiled the graveyard by digging up his father's bones, having Cedric killed, and torturing Harry. In Godric's Hollow, Harry felt a connection to the Christmas carols in the church, honored his family as well as Dumbledore's, and Hermione laid a wreath of Christmas roses on the graves of James and Lily. The two reactions - Tom Riddle evil, cold and wanting to live forever, and Harry Potter warm and loving, but wishing to join his parents in the afterlife - symbolize the vast differences between the two characters.