Most religious texts contain excellent quotations about being kind to others, being generally tolerant and not harassing others. If you’re atheist, undecided or agnostic, use quotations from philosophers, historical politicians, scientists, and popular song lyrics. Find some of these and memorize them, or carry index cards, if the sayings are too complicated to memorize. If anyone verbally harasses you about not being whatever religion/s they are—or following a different variation of the same religion/s—use quotes from their religion/s and then ask them if what they said possibly violates their own religious beliefs.
If the attacks are very harsh, don’t do this, because the bullies might think your pointing out the flaws in their arguments is the same as making personal threats. If attacks are physical, then read on for ways to deal with that (and alert the authorities). Also, if there are any popular celebrities, athletes, musicians, etc… which share your religion, mention them like the section on Xenophobic Bullies suggests. If the bullying is about incorrect assumptions (i.e. you’re ethnically Indian, agnostic but raised Catholic, and people think you’re Muslim), cover both what’s real and mistaken. If you argue too much against bullies’ inaccurate ideas about you, they’ll see you looking or acting upset and that will give them greater reason to attack.