My two favorites.
The Thing
Ben Grimm
Fantastic Four
Marvel
Jewish
Colossus
Piotr "Peter" Nikolaievitch Rasputin
X-Men
Marvel
Communist atheist
No seriously.. Gambit's my favorite and he's Cajun Catholic. And Nightcrawler is Catholic, but I knew that one. I didn't seem to think that Remy LeBeau was very religious though. He always said, " Mon Dieu!" in the comic, but then he was a man whore with a sketchy past. Oh well, I guess even the skeeziest of people can have a religion they can't stick to very well. He's still my boy.