The Netherlands are not known as a very religious country, but it offers plenty of places to practice your belief. For the basic information on religion in The Netherlands, look at page 44-47 of Your practical guide to living in Holland.
The Hague houses 91 religious organizations. On these Yellow Pages you will find helpful information such as addresses (on the map of The Hague), websites and telephone numbers. Although the website is not in English, you will find Mosques, different Christian churches, Buddhists centers, Jewish synagogues etc.