I thought I was specifically differentiating between the Jewish religion and the Jewish ethnicity. I could be wrong, but I thought that the one doesn't necessarily follow the other.
For instance, Sammy Davis, Jr. became a Jew. Therefore, was he in fact Jewish, or did that not count?
Conversion to Judaism is certainly possible, although Sammy Davis is probably not a good example. The Black Israelis of Dimona are probably a better example. They were originally African-American Christians who converted to Judaism en masse and moved to Israel in the 1970's. There was some controversy about the validity of the Reform or Conservative conversions they allegedly had, and they were required to convert again, each one individually, in order to conform to halachah.
Probably the most striking interracial pair I ever saw in my life were "Ovadya" and "Ruth" an ultra-Orthodox couple in Jerusalem. He was a very black African-American, she was a very blonde, blue-eyed Scandinavian. Both were converts. All their offspring, of course, are Jews.
Jews who convert to another religion (Christianity, Islam, Buddhism, Hinduism, Scientology, whatever) do not lose their ethnicity, but they are not perpetuating their identity as Jews. If they should decide at some future time to resume their ancestral faith, they are not required to re-convert.
"Jews for Jesus" is a Christian missionary society that targets Jews. It is not a denomination or a sect of Judaism, no matter how many illiterates with a Jewish grandmother it signs up. They have no schools or seminaries of their own and no doctrine other than mainline Protestant Evangelical Christianity. All their preachers (who are NOT rabbis) are trained at Christian theological institutions.
Interesting article about the "Jews for Jesus" written in 1849 when they were known as the "Society For Meliorating the Condition of the Jews."
Does that make sense?