After the seventh book came out, in 2000, she told MTV.com that life after death is "something I wrestle with a lot. It preoccupies me a lot, and I think that's very obvious within the books."
It's obvious in the books, but not always in the movies. Let's look at some examples.
The Dumbledore family gravestone inscription. In the first half of "Deathly Hallows," Harry and Hermione visit the churchyard where his parents are buried. While searching for their grave, he discovers the tombstone of Dumbledore's mother and sister. In the book, but not the movie, he sees that it bears "a quotation: 'Where your treasure is, there will your heart be also.'" The quotation, actually, is from Jesus (Matthew 6:21). It comes during the Sermon on the Mount, in which Jesus warns against valuing anything on earth above heaven.
Harry knows Dumbledore must have chosen the verse, but he doesn't know what it means. We later learn that it expresses Dumbledore's repentance, after his teenaged fascination with another boy, and their plans to rule the world, led to the death of his sister. The quote would express Dumbledore's determination to stop seeking earthly power and focus instead on the things of heaven.
(There's been some squawking about Dumbledore's homosexuality—Rowling confirms that her character is gay—but he turned away from his crush at this point and there's no mention of any other partners. So far as we are told, he lived chastely, which would place him well within classic Christian morality.)
James and Lily Potter's gravestone inscription. When Harry finds his parents' grave, he sees an even-more-explicit inscription: "The last enemy that shall be destroyed is death." Harry doesn't know how to take these words, and finds them somewhat creepy. Hermione explains that it means "living beyond death. Life after death."
Harry doesn't say so out loud, but he rejects the idea. He thinks of his parents' bodies decaying underground, and concludes they neither know nor care that he has come.
This time, the quote comes from St. Paul. He told the Corinthians that, at the end of time, Christ will conquer all earthly powers and "put all his enemies under his feet. The last enemy to be destroyed is death." Then Christ will submit everything to God the Father, "that God may be everything to everyone" (1 Corinthians 15:24-26, 28).
Perhaps these lines were omitted from the movie because they led to theological complexities. Still, Rowling told MTV that these inscriptions "sum up—they almost epitomize the whole series." In other words, if you want to understand the Harry Potter saga, you have to understand these words.
And yet, in context, they're rather shocking. Most readers assume that the religion of these witches and wizards is witchcraft. Yet the characters don't handle treat these magical powers as if it were a spiritual matter. There is no awe or deference, no invoking of deities when casting a spell, or calling on supernatural powers for help. Their magic apparently has no spiritual significance at all. They practice it instead in a simple, matter-of-fact way; a skill they have mastered, like using a remote control. (Conversely, some find the ways of ordinary humans fascinating: Ron's dad collects electric plugs, trying to discover their mysterious power.)
If these characters have any religion, the leading candidate would be Christianity. These family members are buried in a churchyard; they must have had some connection with the church. Sirius Black is Harry's godfather; the two must have participated in some kind of rite. Harry conceals the remains of a fallen comrade beneath a tree, then carves a cross into the wood; to him, the symbol must have meant something.
Frederica Mathewes-Green's latest book is The Jesus Prayer.