John Roberts--Irish-Czech-American, Catholic
Antonin Scalia--Italian-American, Catholic
Anthony Kennedy--Irish-American, Veteran (Army National Guard), Catholic
Samuel Alito--Italian-American, Catholic, Veteran (Army Reserve)
Clarence Thomas--African American, Catholic
John Paul Stephens--Veteran (Navy)
Interestingly, only David Souter is a White, Anglo-Saxon, Protestant, and non-Veteran but that makes him a minority on the court.