Holy resistance does not currently exist as a visible or collectible statistic in World of Warcraft. It only exists against PvE targets of a higher level. The sole means to prevent holy damage are limited to effects that affect all spells, eg reduction effects such as .
Fortunately, Holy damage is not common. Only Paladins and Priests wield these magics in a slim arsenal, and boss encounters featuring heavy Holy damage are rare: the Maiden of Virtue is a remarkable case, with Captain Skarloc being a much less dangerous second.