Superman is a Methodist
Here's an interesting page about the canonical religions of several super heroes. It includes a listing of the evidence from canonical media and a discussion of the issues, character details, and reader comments.
I particularly liked this quote from Doug TenNapel (creator of Earthworm Jim):
"Ask any person about what they think about God and you will get an amazing story. It won't just be any old story either, it will likely cut straight to the core of who that person is. It's so bizarre to me that this most personal, dramatic, amazing story device is getting pressure to be removed by story-telling industries... including the supposedly progressive comics industry.
The fact that Superman was born and raised in Kansas by conservative farmers yet he never even talks about the Bible stinks to high hell to me. It's idiotic and it ends up making these characters less human instead of more. Superman has exactly dick to do with any "Smallville" I've ever been to. This is why I actually LOVED the Red Son Superman so much; they finally gave us a contrast of what would happen if Superman didn't carry Kansas in his worldview. More of this! Less of draining worldviews and philosophies out of comics! Especially worldviews that are considered "anti-comic" like certain conservative ones.
It is the pulp nature of comics that makes it such an incredibly powerful medium. I don't think you could get funding to make a Red Son Superman movie with a 250-million-dollar budget, but you could do a limited-run book series to explore a philosophy... no harm done."