2 Turtle Doves = The Old and New Testaments

3 French Hens = Faith, Hope and Charity-- the Theological Virtues

4 Calling Birds = the Four Gospels and/or the Four Evangelists

5 Golden Rings = The first Five Books of the Old Testament, the "Pentateuch", which relays the history of man's fall from grace.

6 Geese A-laying = the six days of Creation

7 Swans A-swimming = the seven gifts of the Holy Spirit, the seven sacraments

8 Maids A-milking = the eight beatitudes

9 Ladies Dancing = the nine Fruits of the Holy Spirit

10 Lords A-leaping = the ten commandments

11 Pipers Piping = the eleven faithful apostles

12 Drummers Drumming = the twelve points of doctrine in the Apostle's Creed

Source: http://www.corsinet.com/braincandy/xmastrivia.html