In X-men: The Animated Series, after Rogue, Gambit, and Wolverine find Nightcrawler, Nightcrawler gives Wolverine a Bible and talks to him about faith. At the end of the episode we see Wolverine praying.
It is set up in alphabetical order according to codename at the moment.
If you have any characters that you would like to see added, please let me know in the comments below. Be aware however, that if it shows up that that character has an unknown religion, don’t blame me for it. I promise that the religion is really, truly unknown. You can speculate, but that’s the best you can do. If you want to discuss certain religions and how you think certain people on this list are actually a different religion than listed, please discuss it in the forum topic I will make for that purpose.