After seeing Madonna's new clip Die Another Day I realized that there are two Jewish characteristics shown.
The first characteristic was the tattoo on her arm. It shows a Hebrew word although from I saw I don't think that the word has a meaning.
Other than that, in the part where she is dragged to the electric chair she ties a leather strap aorta he arm. That reminded me of the Tefillin (=Phylacteries).
Tefillin: Either of two small, boxlike leather cases holding slips inscribed with certain Scriptural passages, fastened, using leather straps, one to the forehead and the other to the arm, by Orthodox or Conservative Jewish men during weekday morning prayer.
Could be that Madonna's Kabbala studies influenced her to add these to her clip.