Yes, but there's generally a disconnect. If you merely identify with a religion as in "the cultural context and some rituals" it's different than truly, actually believing e.g. that there's life after death and Jesus awaits and you'll go to bootcamp for the ultimate battle between light and darkness that occurs at some point.

But at that point, you probably either believe that earth is endlessly spinning through space (with or without souls), or you really, truly believe in souls and whatever else some religion suggests (like parting seas with your will, or flying around with god at night because he wants to show you things).