James Dobson's official website is at: http://www.family.org
James Dobson is a member of the Church of the Nazarene. Although Dobson is a Nazarene, he has sometimes been misidentified as a Methodist. This is probably because the Church of the Nazarene is an offshoot of Methodism.
As Dobson's radio show is named "Focus on the Family," it would not be uncommon for people to assume that Dobson or his ministry was affiliated with the Church of Jesus Christ of Latter-day Saints. There is much on Dobson's website which speaks favorably of Latter-day Saints specifically and Latter-day Saint values generally, but Dobson is not known to have ever been a Latter-day Saint.