Vatican seems to be not only the personification of the Holy See, but of religion itself in Europe. He's dressed in a bishop's hat with a staff, wearing a white robe that has his flag on it. He can be seen well-wishing the nations of Europe during Christmastide (Christmas Traditions) or burning witches/heretics (What comes around goes around). It's also implied that he's leading the St. Asbjörn Mass in Rise and Shine or go to Hell, even though the Nordics are Lutheran.