Update: A few more ideas came to me about our dear Lord Commander Snow in perusing other and greater theorists.
I am almost 100% certain that someone else has thought about this. The signs are far too obvious (at least to me), but Jon Snow is clearly a Jesus parallel. ***Spoilers after the picture if you haven’t read the 5th Book A Dance With Dragons***

I know you’re supposed to be the freaking Messiah
So many theories (and this video) point to him being Azor Ahai/the prince that was promised aka the savior who must be reborn to save the world. Jon is stabbed in the back by his brothers, which is yet another Christ reference. This could be a meta-fulfilling of the prophecy, since Jon prior to death could’ve been Azor Ahai reborn as Jon Snow, but being killed as that could afford him the ability to be reborn (again) as the legendary savior, if that makes any sense. Pretty much Azor Ahai was reborn as Jon, but Jon had to die to be reborn as Azor Ahai. He was also betrayed by his own brothers as Christ was betrayed by his disciple. There is trite saying about keeping your friends close and your enemies closer, but when you don’t know which is the other, what distance shall you use?
Jon also has two dads if R+L=J, which I think by this time is a fair given. The only way it could not be is if Martin planted a HUGE red herring for all of us to swallow as bait. Ned Stark would obviously be Jon’s second “father.” His birth father would be Rhaegar Targaryen who is from a long, unbroken line of an ancient dynasty. The Targaryens are of the blood of Old Valyria, the Dragonlords who were considered by many to be gods. In the appendix of A Game of Thrones, they are described as having “a striking (some say inhuman) beauty, with lilac or indigo or violet eyes and hair of silver-gold or platinum white.” It is interesting to note that both Satan and Jesus are described like this in terms of the hair color. The Religion section of the White Hair, Black Heart trope shows this, and in Revelation we have the giver of the mysteries described as so.
“…and among the lampstands was someone ‘like a son of man,’ dressed in a robe reaching down to his feet and with a golden sash around his chest. His head and hair were white like wool, as white as the snow, and his eyes were like blazing fire.”
And there is this line from Corinthians 11:14:
“And no wonder for Satan himself masquerades as an angel of light.”
Melisandre consistently talks about R’hllor and the Great Other, the two sides of light and shadow; however, she deals in shadows as readily as light, which obfuscates these factions. However, I think there are decent evidence for at least the metaphorically implied divinity of Rhaegar Targaryen. The only person who had a bad word to say about him was Robert Baratheon, and his thoughts were more than biased. It should also be noted that Rhaegar was most known for his silver-stringed harp though he could be a consummate warrior, making it hard to deny that Martin is dealing in angel tropes.
Going back to the late Lord Stark whom we mentioned above, he came to the Tower of Joy with seven men against the three Kingsguard left there: Lord Commander Gerold Hightower, the White Bull, Ser Oswell Whent, and Ser Arthur Dayne, the Sword of the Morning. The reason for the bold three (bold three…there’s a double entendre there, n’est-ce pas?) is the perhaps parallel with the three magi who attended the holiest birth. Martin could be playing at that in his tale.
Lyanna Stark would fulfill the mother side of Jon’s equation, and her statue in the crypts has a very similar face to a Pietá.

Lyanna

Michelangelo’s Pieta
Lyanna was associated with blue roses/flowers. Mary has also been linked to flowers especially roses in such hymns as Lo How a Rose Ere Blooming and Rutter’s Magnificat. In the House of the Undying, Dany sees a vision of a blue rose growing in a wall of ice, which is meant to symbolize Jon. A rose from a rose, like mother like son.
Jon’s birth is considered “low” as a bastard, though he ironically has a higher position than the king’s bastard Gendry. His initials are JS, which are the only two consonants in Jesus’s first name. Jon’s name is also so…ordinary. It sounds and rhymes like the American anonymous “John Doe,” which is used when when the subject is unidentifiable usually in cases where the identity cannot be proven. Jon Snow fits that bill in both. He is unidentifiable because were his truth to be known, his life (and by extension all lives if he is the Promised Prince) would be in danger. His identity can also not (yet) be proven. There is a wonderful article by, alas no longer blogging, Daendrew called King Aemon Targaryen, A Different Sort of King that explores this idea in more depth.
Last but not least, Jon more than likely warged into Ghost at the time of his “death.” So he becomes a Holy “Ghost,” and where would be a great…haunt for such? Perhaps a crypt so cold…which is where he will go if the idea of him finding his mother’s grave (presented in my S5E4 analysis/review) is accurate. Even though I say this in the analysis, I must reiterate that it is not mine but rather from the brilliance of James and LaDonna, my favorite ASOIAF theorists.
James also formulated the idea that Lyanna’s tomb was where Ned Stark hid the true Lightbringer, Dawn, the ancestral greatsword of House Dayne. In the elusive and mysterious Tower of Joy Ned Stark and Howland Reed defeat all of the kingsguard Rhaegar left behind including Arthur Dayne, Sword of the Morning, a title given to all the bearers of Dawn. They literally become the sword, which is also literally the Sword of Dawn. This makes me wonder about the Battle for the Dawn,.which marked the end of the Long Night (night/morning, ice/fire, the dichotomy again). The dawn also literally brings the light.
When Ned went to Starfall to return the sword, Ashara Dayne, Ser Arthur’s sister supposedly threw herself into the sea. There’s a great deal of mist and mystery around this story, and the reasons for her apparent suicide (or whether or not she actually died) are unclear. She is one of Jon’s possible mothers, but I believe R+L=J. The Lady Ashara did not accept the sword and/or did not accept that her brother was dead, and so leapt to her demise.
The theory goes that Ned returned to Winterfell with the sword of Dayne and hid it in Lyanna’s tomb. Jon will find it, and then be placed in opposition to Stannis who is the false savior. I am still uncertain whether or not Melisandre knew from the start that the last Baratheon king was the purveyor of false advent or if she did truly believe he was Azor Ahai, but then she received new information that made her realize it was Jon. I lean toward the latter, but I could see Mel using Stannis to get her where she needs to go. I believe the red priestess will be the cold Nissa Nissa as opposed to Dany’s fiery one.
Yes…I really wish I remember who said this, but I buy into it: Daenerys will be the Nissa Nissa of the Azor Ahai legend. Jon will need to temper the sword in her blood as the sacrifice, although I’m unsure how the love aspect is going to have time to bloom that made what Azor Ahai did all the more difficult.
Martin loves to play with and distort tropes and paradigms we all know. He is clearly going with an overarching Advent/Second Coming motif in his epic of Ice and Fire as evidenced by the Azor Ahai prophecy among other things. We can all only wait with open eyed wonder to see how this trope will be twisted and what wonders and horrors will unfold.
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Jesus had two fathers too.
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Yup! I mention that in the theory. I really, really hope Jon finds out the truth about himself next season/book.
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