A very good place to search for such interviews is a webpage called Accio Quote!
First a question and answer from a Comic Relief live transcript from March 2001.
(Comic Relief is one of several charity organisations for children that J.K. Rowling supports. Another one is Children's High Level Group. You can read a bit more about her support of that one in a blogpost of mine at my blog The Island of the Voices from January 2009 about The Tales of Beedle the Bard.)
-Did you read the Narnia books when you were a child?
-Yes I did and I liked them though all the Christian symbolism utterly escaped me, it was only when I re-read them later in life that it struck me forcibly.
Here is a quote from an interview in The Vancouver Sun (British Columbia), October 26, 2000
Harry, of course, is able to battle supernatural evil with supernatural forces of his own, and Rowling is quite clear that she doesn't personally believe in that kind of magic -- ''not at all.'' Is she a Christian?
''Yes, I am,'' she says. ''Which seems to offend the religious right far worse than if I said I thought there was no God. Every time I've been asked if I believe in God, I've said yes, because I do, but no one ever really has gone any more deeply into it than that, and I have to say that does suit me, because if I talk too freely about that I think the intelligent reader, whether 10 or 60, will be able to guess what's coming in the books.''
So we talk about power, which seems to be at the basis of the tales: magic power, the power of parents over kids, the struggle between the power of good and the power of evil -- ''yes,'' she says excitedly, ''abuse of power, why people would seek power.''
And here is a summary by Accio Quote of some things she said on MTV (or MTV.com) after the publication of the last book in the series, in 2007.
'Harry Potter' Author J.K. Rowling Opens Up About Books' Christian Imagery."
• Jo thought explicit references to Christianity early on in the story would make the ending too obvious.
• JKR: "Hogwarts is a multifaith school."
• The Matthew 6:21 and 1Corintians 15:26 quotations on his parents' gravestones were meant to symbolize "living beyond death. Living after death." They "sum up" the whole series.
• Harry's struggle with questions about the afterlife begins when Sirius dies.
• The two epigrams at the beginning of Book 7 ("The Libation Bearers" by Aeschylus and William Penn's "More Fruits of Solitude") had been planned since book 2 was published: "I always knew [that] if I could use them at the beginning of book seven then I'd cued up the ending perfectly.... They just say it all to me...."
• Harry's struggle with his beliefs about the afterlife mirrors her own. *
* The quote from William Penn, More Fruits of Solitude
(at the beginning of Harry Potter and the Deathly Hallows)
Death is but crossing the world, as friends do the seas; they live in one another still. For they must needs be present, that love and live in that which is omnipresent. In this divine glass they see face to face; and their converse is free, as well as pure. This is the comfort of friends, that though they may be said to die, yet their friendship and society are, in the best sense, ever present, because immortal.
I would also recommend reading in full the transcript of an interview with J.K. Rowling by Stephen Fry in BBC Radio4 in December 2005 - "Living with Harry Potter"
JKR: I've taken horrible liberties with folklore and mythology, but I'm quite unashamed about that, because British folklore and British mythology is a totally bastard mythology. You know, we've been invaded by people, we've appropriated their gods, we've taken their mythical creatures, and we've soldered them all together to make, what I would say, is one of the richest folklores in the world, because it's so varied. So I feel no compunction about borrowing from that freely, but adding a few things of my own.