I know this situation very well.
I'm agnostic and all my boyfriends have been christian. In fact, the last one went to a very prestigous christian private school. I don't think you should ever change yourself for somebody else. That is, unless changing your religion is a personal choice. I think you have to think of it as, 'I would never ask him to change his religion. Would he do the same to me?' and no one should ask you to do that. So if he hasn't, Then that's a good thing. A guy that really likes you is willing to take you the way you are, No changes.
I still celebrate religious holidays, Though they're not the same as what everyone else thinks. They're more of a tradition that my family enjoys.
Yes, a relationship CAN work out between 2 people with different religions.
My mom once told me of a couple. The man was devote Catholic. The woman was Atheist. And when the man went to church on Sundays, The woman would watch the young children in the nursery at the church and then meet him outside afterwards.
So, see. It doesn't have to be a problem, If the two people really love eachother.
