Despite a general decline in religious belief and practice in Europe, questions of national religious heritage have become increasingly salient in recent public debates about immigration and integration. Using data from the 2008 International Social Survey Programme (Religion III module), this study explores associations between individual religiosity and attitudes to immigration in four Western European countries: Great Britain, the Netherlands, Ireland and Denmark. Multivariate analysis reveals contrasting associations. Identifying with a Christian religion makes one more likely to think immigration is a threat to national identity, whereas regular church attendance reduces this effect. Despite national differences, the results from all four countries indicate a prevalence of Cultural or Ethnic Christianity, where religion is used to identify with national traditions or ethnic heritage rather than faith.