January Jones was born and raised in Sioux Falls, South Dakota.
There isn't a shred of evidence to go on in terms of Jones' religion. Not even the typical question-answer sites that make wild guesses based on no fact at all, and have called everybody Jewish at least once, care to make a wager about Jones.
If we're to make semi-blind guesses based on geography, it should be noted that Jones' home state is more religious than the country as a whole, and has a particularly large Lutheran population. So there's a decent chance that her family is some sort of Christian and possibly Lutheran. But all signs point to non-religious for now. If you have any more information, please let us know in the comments.
We've got one more thing to go on with politics than with religion: we know she votes, or at least she did in 2012. And that's about it. We don't have any idea who she voted for. Well, unless her love of sharks is any indication.
Jones traveled to Washington D.C. to lobby Congress in favor of the marine predator. In particular, she is trying to get legislation drafted that would ban the practice of shark finning, in which hunters will remove shark fins–which are popular in the Chinese dish, shark fin soup–and discard the rest of the animal's carcass.
So maybe her show of support for animal rights and environmental issues makes her sound like a liberal? I think that could be true. But until we hear something else, I'll use that label tentatively. If you have any more insight, please let us know in the comments.