not that it really has anything to do with the subject unless you are looking at sexual ethics in the ethics X-religion study....
http://www.beliefnet.com/story/84/story_8476_1.html (OK)
http://www.afraidtoask.com/masturbate/ReligionView.htm (didnt read as it was too slow to load but the blurb sounded OK)
http://www.religioustolerance.org/masturba.htm (Best RE site in the world so I would trust what they say...only looks at Christian though)
Basically:
Christian..yes and no (generally no)(enter into various medical/ethical arguments that stem from the issue eg artificial insemination/IVF, concept of life as a gift from God Vs the gift of life.
NOTE: its not really a matter of "they say No" as there are reasons behind it both scriptural and ethcial
Islam...definitely no
Judaism..from memory no (could be wrong)
Buddhism...no problem with it!
Hiduism...unknown
Remember: Google is your friend!