Sa'id (may Allah have mercy on him) says that Qatadah (may Allah have mercy on him) and al-Hasan (may Allah have mercy on him) both used to say that whoever swears by Judaism or Christianity and then breaks the oath owes no expiation.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الأيمان / 19837