Campbell grew up Catholic in a Philadelphia surburb. One of his aunts is a Catholic nun. A typical Campbell joke is that his aunt is a nun, "which of course makes Jesus my uncle...is good for getting parking in Jerusalem." Campbell converted to Judaism with a Reform rabbi, but says that a "spiritual hunger" led him to have a second conversion with a Conservative rabbi. On a four month visit to Israel in 2000 he decided to have a third conversion and live as an Orthodox Jew.
Here's a preview of Campbell's shtick. Enjoy!