I don't know about the spirituality of all animals.. But cats, in particular, really don't seem Christian to me. They've traditionally often been the familiars of witches/Pagans. And they also seem to just have a generally elevated state of consciousness.. That could maybe be seen in Buddhist monks or nuns who have been meditating for years. Or other meditating hermits that aren't Buddhists, necessarily.
I'd be willing to bet good money on the vast majority of cats NOT being Christians. Just saying.. Although I don't want to label them as anything, in specific. As I respect their strange aloofness, their magic, their wisdom, and their overall integrity, WAY too much for that. ;)
EDIT: I think also, many cows would strongly support Hinduism! For obvious reasons. And I'd say Jainism would also be another favorite, of many animals that don't want to get eaten. ;)