If you burn a holy text, the respective god(s) of that faith will attack you in some fashion, unless you have the Spiritual trait.
Potential attacks include:
Dianetics - all body parts take 10 damage per day without shady vitamin consumption
Eastern Orthodox Bible - the Patriarch blinds & castrates you
Gideon Bible - all hotel maps removed
Hadith - all internal thoughts replaced by medieval Islamic poetry
King James Bible - a hostile Redcoat Riot Control Bot spawns at your location
Principia Discordia - a random item spawns at your location and immediately activates
Quran - a grenade hack spawns at your location
Talmud - 20 random insects spawn at your location
Tanakh - all cash cards on the map become worthless
Book of Mormon - 8 swimmer zombies spawn at your location and try to marry you; you become an All-American Prophet
The Book of the SubGenius - intelligence debuff
The Four Vedas - a hostile elephant, cow, monkey, and cobra spawn at your location
The Guru Granth Sahib - you can only wear a turban for the rest of the game
Gospel of the Flying Spaghetti Monster - a flying spaghetti monster spawns at your location
Kojiki - your tileset is immediately turned into Anime-style until you uninstall the game or destroy a katana
The Sutras of the Buddha - your character shouts sutras endlessly during all waking hours. Bonus damage versus outsiders.
The Tripitaka - any legs are replaced with arms
The Upanishads - you gain the mutation Herbivore