Holy Leech is a new Leech variation added in the Wrath of the Lamb DLC.
It looks exactly like a Kamikaze Leech, but is colored white instead of black. They can be found very commonly in the Cathedral and in any floor where regular Leeches or Kamikaze Leeches can spawn.
Like Kamikaze Leeches, they charge at Isaac and explode, but with an increased blast radius and an Eternal Fly circling them, which can block Isaac's tears.
Eternal Holy Leech acts completely the same as Eternal Kamikaze Leech. Their appearances are almost identical.