I've been making my way through some Mendelssohn lately. To-day that included the later symphonies, performed by the Wiener Philharmoniker directed by Christoph von Dohnányi.
I feel pretty stupid for not noticing this earlier, but the fourth movement of Symphony No. 5 includes some variations on Martin Luther's "A Mighty Fortress Is Our God." It becomes glaringly obvious once the name ("Reformation") is taken into account.
Additionally, I think Mendelssohn may have also included a few measures of the melody from "Ich Sterbe Täglich," a tune from 1756 that is also used for hymns (such as "I Come, O Savior, to Thy Table" and "Thy Body, Given for Me, O Savior"), so it also relates to the religious theme of the symphony.
At the eleventh measure of section I*, the melody comes in with the bassoons and trumpets:
(notation found here)
A measure or two after this, the melody diverges, but it's enough to recognize it.
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*I might not be using the correct terminology; I never really learned to read scores. It took me long enough to actually find the particular measures.