During the Revolutionary War, a British/Loyalist force approaches a region with heavy Scottish settlement and pro-revolution sympathies, probably in the South. Borrowing from the Scottish tradition of passing the "fiery cross" from town to town to rally the people to war, as had been done in Scotland as recently as the Jacobite rising of '45, a Scottish-American patriot rides throughout the region with just such a cross to rally the Patriot militia in a Scottish/Southern version of Paul Revere's ride. The patriots are successful in their resistance, or at least aren't crushed (you don't necessarily need a victory to make an inspiring legend, but you need to at least avoid being humiliatingly defeated).
Like Revere's ride, the incident is mythologized and some inaccuracies are popularly accepted as canon - in particular, the "fiery cross" was probably just charred wood rather than actually being on fire as it was carried, but the image of the burning cross is what takes hold in the public mind and popular culture. Following American independence, the fiery cross is eventually recognized alongside the Liberty Tree, the Gadsden flag ("Don't Tread on Me"), and so on as a symbol of American patriotism.
(Okay, it's not "holy," but this keeps it in the American context at least.)