Sonny Bono was from a Catholic background and became a convert to Scientology. Mary Bono simply answered "Protestant" in response to the question about religious affiliation in her official congressional biographical sketch.
Mary Bono is reportedly a Scientologist as well, although details about her association with the Church of Scientology are scarce. From available material and Mary Bono's lack of evident support for Scientology since she was elected to the House of Representatives, it seems that while her husband was very much a convert to Scientology, her involvement has been minimal or non-existent since his death.
From: Tilman Hausherr, scientology celebrities FAQ" of alt.religion.scientology, last updated 1 July 2005 (http://home.snafu.de/tilman/faq-you/celeb.txt; viewed 4 December 2005):
Name: Sonny Bono
Profession: singer, actor, republican rep., pizza delivery man in congress member of the House Subcommittee on Copyrights and Intellectual Property
Status [in Scientology]:
Introduced by Mimi Rogers; took some courses, says he's a Roman Catholic, not a Scientologist (LA Times), but probably still in (used the [Scientology] word "enturbulate" in public around 26.4.1997)
He says in Esquire: "I openly studied scientology to the degree that they did some courses on ethics, and then said thank you and left. (...) The Scientology - there was no cult thing there."
From firstname.lastname@example.org (David D. Rogers):
According to Corydon's book, he was quoted as saying:
"My only sorrow is that L. Ron Hubbard left before I could thank him for my new life," in a full-page ad featured in several newspapers after Elron's death.
His widow, Mary Bono, has also done scientology courses - Celebrity #240 [in Scientology list]
Sources: TIME May 6/91, Premiere 9/93, LA Magazine 10/93, "Bigger Secrets", LA Times 5.12.91; Esquire 11/94, California Magazine 6/91, "Sunday Express" 19.7.92, People 3.6.1985, Chicago Tribune 8.9.1988
MSNBC 9.11.1998 - about Mary Bono
In George 8/1999 Mary Bono says:
"When I met Sonny, he was very involved in it [Scientology]"
and "Sonny did try to break away at one point, and they made it very difficult for him"
but Mike Rinder says
"I had numerous conversations with Sonny until he died. Any estrangement is untrue"
The magazine says also: "Though Sonny avoided the topic publicly, he quietly maintained his ties."
Heber Jentzsch in a letter to the editor:
"Sonny Bono was a friend. He was in regular contact with the church until he died. And he called us (emphasized) - on all manner of subjects, from the political to the personal"