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Superman
Clark Kent was raised as a Methodist. While growing up in Smallville, Kansas, Clark Kent attended Sunday church services at the local Methodist church with his mother, Martha Kent, every week until he was fourteen years old.
These aspects of the character are not speculative, but are canonical - established by in-continuity published DC Comics. Action Comics #850 (August 2007), for example, identifies Methodism by name as the denomination that Clark Kent and his mother attended.
Batman
Given the wealth of support for both major theories about Batman's religious background (Catholic and Episcopalian), it seems most likely that both are correct, and that Bruce Wayne's father (the source of Batman's surname, English heritage, wealth and social standing) was an Episcopalian, while his mother (the key source of Bruce's early religious upbringing and ingrained religious feelings) was a Catholic.
Spiderman
Spider-Man was one of 33 characters who were identified as the most religious superheroes in the Marvel Universe in Infinity Crusade (June 1993). In this issue, a powerful being who identified herself as "the Goddess" kidnapped the superheroes she had identified as being the most religious active superheroes at the time.
The Goddess was a manifestation of the "benevolent" side of Adam Warlock, and she planned to use these heroes in her crusade to rid the galaxy of evil and usher in a new golden age of peace.
Iron Man
Not every hero has a religious affiliation. Iron Man may have possibly come from a religious background, but is now primarily a secularist. Iron Man issues #294 and 295, in which Iron Man confronts the violent nanotechnological monster known as the "Technovore." Iron Man #295 is a crossover to the Marvel-wide "Infinity Crusade" storyline. In this issue, the Goddess helps Iron Man during his battle with the Technovore and then invites him to join her in her crusade to bring about universal bliss. Iron Man asserts his faith in science over any sort of religious deity (the Goddess included), and turns her down.
Wolverine
Some fans characterize Wolverine as an "atheist," but this may be an oversimplification or a misidentification with regards to the character's current status.
Has Wolverine been an atheist? Yes, absolutely. Has he identified himself as an atheist in the past? Yes. Is he an atheist today? That is a more difficult question to answer. Currently, this question seems open to interpretation depending on the writer or reader. On more than one occasion, Wolverine has been shown having experiences that led him to have faith in "immaterial" and "metaphysical" phenomenon, including God and Heaven.
Captain America
Captain America's Christian religious affiliation was explicitly addressed during stories written by J. M. DeMatteis relating to Steve's courtship with long-time Jewish girlfriend Bernie Rosenthal. Bernie's very Jewish parents were not happy at all about their daughter dating a Gentile. At one point Bernie talked to Steve about wanting to celebrate both Jewish and Christian holidays with their future children.
Captain America's strong Christian ethical and moral standards extend even to his disapproval of profanity and vulgarity in movies, and his disapproval of nudity in movies. Captain America is sometimes regarded by other super-heroes and comic book readers alike as something of a "Boy Scout." Some people seem to express disdain for Captain America because of his strong values and ideals, but in the Marvel Universe it is more common for people to admire him, even though most people feel they can not live up to his standards.
Captain America's boy-scout nature and belief in the Christian God have even bled into the theaters. Recently in the new Marvel Avengers movies, Captain America is even seen talking with a woman about Thor, and when asked if he believed Thor was really a God, he stated that he believe there is only one God and He doesn't dress like Thor
