John Roberts (Chief Justice) Roman Catholicism
Anthony Kennedy Roman Catholicism
Clarence Thomas Roman Catholicism
Ruth Bader Ginsburg Judaism
Stephen Breyer Judaism
Samuel Alito Roman Catholicism
Sonia Sotomayor Roman Catholicism
Elena Kagan Judaism
Neil Gorsuch Raised Roman Catholic-Episcopal Church
Not that religion is a litmus test, but Trey Gowdy is Baptist and Mike Lee Mormon. I strongly prefer Trey.
I’d much rather have Mike Lee be on the Court than Trey Gowdy, fwiw. That says nothing of my feelings on the relative merits of Mormonism vs the Southern Baptists movement. But, regardless, as far as the current makeup goes, I don’t think it’s an accident that people from relatively legalistic religious traditions keep being picked for top court positions.