They state numerous times thoughout the movie that Mark is Jewish. However, if he is why is he celebrating Christmas and why do his parents wish him a Merry Christmas?
Examples
1) His name is Mark Cohen.
2) When Maureen steals the camera during the New Year's Eve party, Mark says, "Hey! This isn't my Bar Mitzva! Give it back!"
3) He tells Joanne during the Tango Maureen that he learned to tango with the rabbi's daughter at the Jewish Community center.
However...
1) His parents call and wish him a Merry Christmas, but they don't say anything like Happy Hanukah or whatever.
2) The movie starts and ends on a Christmas Eve celebration he is hosting with Roger
3) He sings about celebrating "the birth in that little town of Bethlehem" in La Vie Boheme.
Keep in mind, I'm not saying that he couldn't be celebrating both or anything like that. I just think it's weird that he seems to switch religious affilitaion throughout the movie.