Interestingly enough, I actually had a book once that listed all of the Jewish baseball players ever, and it noted that the Yankees have never had a Jewish player. This was a little while ago however, and they may have had one or two since then. The Mets have had a couple though, including Scott Schoeneweis and Sean Green.
Must be a very old book. Off the top of my head, I thought of Ron Blomberg, who played with the Yankees in the 70s.
The Wolf