Of the three listed, the only one that is actually protected in the United States is religion. In the vast majority of the United States you can be fired for being gay or a republican. If you work for a labor organization in the United States, you have to be fired for certain political views and organisational memberships (the left-wing variety).
On a federal level yes, but many states (including New York and California) have protection against sexual orientation. I'm surprised to learn that political affiliation is not protected.
