Questions about age: Other than making sure that you meet a minimum requirement or legal obligation, it shouldn't come up. You're applying to be a bartender? Don't be surprised if the application or interviewer asks if you're at least 21.
Questions about race and national origin: There should be no discussion about race in an interview. Employers can ask if you have the legal right to work in the US. Asking where you were born or about your accent? Not ok. Questions about whether you speak other languages can be ok based on the job description or requirements.
Questions about pregnancy, health or disability: Your interviewer should only be asking job related questions. This job requires standing for 6-8 hours per day. This position requires carrying 50lbs on a consistent basis. Can you meet the requirements of the job?
Questions about marital status and family: Don't go there. Once you are an employee of the company, bond with your co-workers all you want about your kids and their antics. The interviewer can ask whether you can work the scheduled shift. The interviewer can ask if you are able to travel for business. Your family situation could impact your answers, but it might not. All the hiring manager wants to know is if you can meet the expectations for the job.
Questions about religion: Unless you are applying for a position at a religious organization where they are specifically looking for someone with specific beliefs (and even then they may not be able to go that far), religion shouldn't come up in an interview. Interviewers may ask if you're available to work certain days/times (ie in retail, hospitals, emergency services, restaurants and hotels - employees are working all days of the week and you may need to have open availability). Asking "Are you available to work weekends?" is a reasonable question. Your answer may have nothing to do with religion and everything to do with the NFL.
Advice for the job seeker: Just as the recruiter shouldn't be asking you about these areas during an interview, you shouldn't be volunteering information either. Talking about your age, kids, marriage, divorce, financial problems, health concerns, religious practices and other taboo subjects are not showcasing your skills, experience and enthusiasm for the position. After you've been hired, your employer will probably ask you to self identify your race, veteran status, disability status, etc for reporting purposes. Note, I said, after you've been hired - not while you're in the interview stage.
Employers and applicants are looking for the same thing. The most qualified candidate (hopefully that's you) filling the position.