I remember the first time I saw a specific non-Catholic denomination mentioned–it was Family Matters. (I’m giving away my age [or youth] here, I know.) I forget what the setup to the joke was (something like “I’m going to be a veterinarian!”), but the punchline was “I thought we were Methodists!”
Yeah, ha ha. I’m not sure if I remember because I was surprised to hear a specific religious reference on TV, or because even by ABC’s standards the joke stood out as a stinker.
Oh . . . right. I was thinking of Grace Adler. 
Well her family is a WASP sterotype so I gonna guess she’s either Episcopalian or Presbyterian.
Do fictional religions count? If so then there’s the Bajoran Way of the Prophets of DS9. Nearly every Bajoran either practiced it or was a lapsed Prophetist. Sisko converted. And there’s Battlestar Galactica with it’s Greco-Romanish polytheism. Most major Colonial characters (save Adama) are practicioners. Except Cavil all of the Cylons (& Baltar) are monotheists.
And Springfield was founded by a group of settlers, who, after misinterpreting a passage in the Bible, set out to find their New Sodom. (They schismed over whether they could marry their cousins, the pro-cousin-marriage faction founding Shelbyville.)
And that right was later abolished. Also for some reason the church is opposed to airbags.
See there, I knew it was a woosh but couldn’t help jumping in. You brat!
I would guess that as well but it is not specified on the show that I’m aware of.
I don’t think the denomination was ever specified. IIRC the father was the minister at a “community” church.
Nearly everyone on Little House on the Prairie were Congregationalists.
The Flying Nun was catholic 
Monica and Ross on* Friends* were Jewish.
The South Park kids are Catholic, except for Kyle (Jewish) and, I think, Kenny (Pentecostal? Baptist? Something distinctively redneck-Southern, anyway).
Old, old American joke:
An Episopalian is a Presbyterian with a trust fund.
A Presbyterian is a Methodist with a college education.
And a Methodist is a Baptist with shoes.
Variation:
A Methodist is a Baptist who can read.
A Baptist is a Methodist who can sing.
On MASH, Father Mulcahy was Catholic (of course) and Colonel Potter was Methodist. Hawkeye was either an athiest or an agnostic (I think he was an athiest in one episode and I know he was an agnostic in a different episode).
That’s because, in general, Italian, Irish, and Hispanic people tend to BE Catholics or lapsed Catholics! 
And Klinger was an atheist – I remember one scene where Mulcahey was leading everybody in a prayer and Klinger joined in:
MULCAHEY: I thought you were an atheist, Klinger.
KLINGER: [sheepishly] Gave it up for Lent.
Klinger’s family being Lebanese, and Islam never being mentioned, I presume he was a lapsed Maronite Christian.
Well, most Irish . . . (paging Ian Paisley!)
and Major Burns was Presbyterian. I remember Hawk being agnostic, perhaps he wavered between the two.
Satan on South Park is a Satanist (presumably), and God is a Mormon (presumably).
If Earl of My Name Is Earl believes in karma, is he a Hindu or a Buddhist?
In the O.C the father’s side of the family is Jewish, the mother’s side some Christian faith. I’ve only watched two complete episodes, and in one of them the son celebrated his own special holiday, Christmakkah, so everyone would feel involved.
[OT]Does Paisley really consider himself Irish?[/OT]
The Simpsons belong to a generic Protestant sect. They’re not Episcopalian since one of the running gags in recent years has been Rev. Lovejoy’s open jealousy of the Episcopalian church in Springfield.
But according to this, God is a Buddhist. Must’ve missed that episode.
On the short-lived spin-off, Soul Man, Dan Ackroyd played an Episcopal priest.