I hope this Wiki article is true... It says he is an observant Jew... I did not hear this in the interview I saw a few years ago...
The article also says he went to go fight with the IDF in 1973 (Yom Kippur War)...
So maybe I am wrong, I hope he is keeping his faith...
http://en.wikipedia.org/wiki/Leonard_CohenReligious beliefs and practices[edit]Cohen is described as an observant Jew in an article in The New York Times:
Mr. Cohen keeps the Sabbath even while on tour and performed for Israeli troops during the 1973 Arab-Israeli war. So how does he square that faith with his continued practice of Zen? "Allen Ginsberg asked me the same question many years ago," he said. "Well, for one thing, in the tradition of Zen that I've practiced, there is no prayerful worship and there is no affirmation of a deity. So theologically there is no challenge to any Jewish belief."[104]
Cohen has been involved with Buddhism since the 1970s and was ordained a Buddhist monk in 1996; however, he still considers himself Jewish: "I'm not looking for a new religion. I'm quite happy with the old one, with Judaism."[105]
In his concert in Ramat Gan, Israel, on 24 September 2009, Cohen spoke Jewish prayers and blessings to the audience in Hebrew. He opened the show with the first sentence of Ma Tovu. At the middle he used Baruch Hashem, and he ended the concert reciting the blessing of Birkat Cohanim.[106]
Since the late 1970s Cohen has been associated with Buddhist monk and teacher Kyozan Joshu Sasaki roshi (venerable teacher), regularly visiting him at Mount Baldy Zen Center and serving him as personal assistant during Cohen's own reclusion into Mt. Baldy monastery in the 1990s. Sasaki roshi appears as a regular motif or addressee in Cohen's poetry, especially in the Book of Longing, and also took part in a 1997 documentary about Cohen's monastery years, Leonard Cohen: Spring 1996. Cohen's 2001 album Ten New Songs is dedicated to Joshu Sasaki.