On occasion when it pertains to other things I am discussing. All of my therapists have been fairly aligned with my religious experience, so I was always comfortable doing so, but it didn't really come up all that often.
My 2nd therapist was actually my pastor, and ironically enough, I think we talked about religion less than I did with the others, perhaps because we had an understanding of each other's faith practices and spiritual background that was rather innate. The other two were of different denominations than myself, but we still held very similar beliefs; they just didn't have quite the personal knowledge of my specific denomination that my pastor did.