From: "Jack Benny" article in on Wikipedia website (http://en.wikipedia.org/wiki/Jack_Benny; viewed 28 July 2005):
After the war, Benny returned to vaudeville and changed his first name to Jack [Benny]. He had several romantic encounters, including with a dancer, Mary Kelly, whose devoutly Catholic family forced her to turn down Benny's proposal because he was Jewish.
From: George Burns, Gracie: A Love Story, G. P. Putnam's Sons: New York (1988), pages 64-65:
The one issue that never came up between Gracie and me was religion. Gracie was a practicing Irish Catholic. She tried to go to Mass every Sunday. I was Jewish, but I was out of practice. My religion was always treat other people nicely and be ready when they play your music. Mary Kelly, who was also Irish Catholic, wouldn't marry Jack Benny because she didn't want to marry out of her faith, but Gracie didn't seem to care. In fact, I was a lot more concerned about what my mother thoguht than I was about Gracie.
Webpage created 28 July 2005. Last modified 26 September 2005.
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