Strangely enough Sgt. Fury & his Howling Commandos #1 was a ground breaking issue in more ways than one. Stan Lee & Jack Kirby set out to create a diverse World War 2 Army unit within the confines of the overly sensitive Comics Code Atrocity Authority.
The members included:
Dum-Dum, of Irish descent, faith not specified, IIRC.
Dino, an Italian-American Roman Catholic.
Gabe, a Negro (in the terms of the time), serving with whites in a segregated Army, probably Protestant.
Izzy, a Jew from Brooklyn.
However, even in an early story about a highly bigoted replacement member of the squad, the words Jew & Jewish are not used. In the "no bigots in foxholes" scene Izzy says something like "So now you're not worried about my religion no more!"
Sgt. Fury #1 was also (AFAIK) the first comic to carry the term Marvel Comics with the picture of the lead character on the cover. Amazing Spiderman followed with issue #2 of that title.