I was in Washington for the start of the Supreme Court's term this year, having written one of the briefs in the Kimbrough case. One item on the news the Sunday before the start of arguments was that six of the Justices attended the annual "Red Mass" at the Cathedral of St. Matthew, which is held every year to commemorate the opening of the court. With five Catholic Justices (who were joined at the service by Justice Breyer, who is Jewish), the service seems fitting.
Not all agree, though. In this article, Marci Hamilton at Findlaw argues that "there is good reason to question the judgment of the Justices who attended." In the article, Hamilton seems to link attendance at the service to the outcome in Gonzalez v. Carhart.