For a list of Dictionaries & Encyclopedias of the Christian Heritage (Church History), many of which will offer biographical entries, go here (Early & Medieval), here (Reformation & Early Modern), here (19th-21st Centuries), and here (North American).
For a list of Dictionaries & Encyclopedias of Theology (Selected), a few of which will offer biographical entries, go here:
For a starter-list of Denominational Dictionaries & Encyclopedias, Biographical or Otherwise, see
Among the many great dictionaries of national biography are (for just the United States and the United Kingdom) the following (for those of the other nations, see Steve Perisho):
Dictionaries & Encyclopedias of Women's Studies in General, whether Biographical or Otherwise, will offer biographical information on Christian women, but (being too numerous) are not actually listed here.