While cruising the internet I ran into this recent working paper (pdf) by Daniel Benjamin, James J. Choi, and Geoffrey Fisher:
We randomly vary religious identity salience in laboratory subjects to test how identity effects contribute to the impact of religion on economic behavior. We find that religious identity salience causes Protestants to increase contributions to public goods. Catholics decrease contributions to public goods, expect others to contribute less to public goods, and become less risk averse. Jews more strongly reciprocate as an employee in a bilateral labor market gift-exchange game. Atheists and agnostics become less risk averse. We find no evidence of religious identity-salience effects on disutility of work effort, discount rates, or generosity in a dictator game.
In the recent hullaballoo, it has been forgotten that perhaps the best paper on whether religion is good for you was written by Jonathan Gruber.