Charles Mingus is one of my favorite bass musicians.  He was a genius composer and he also saw the connection between jazz and the Pentecostal movement. 

Read his autobiography, "Beneath the Underdog:  His World as Compsed by Mingus," or listen to his music and references to church in general and the pentecostal church in particular are many.  With titles such as, "Wednesday Night Prayer Meeting," complete with hoops, hollars and shouts–Mingus signals a clear connection between jazz and the church that he had left behind.

His music is worth owning.  You can find out more about this jazz legend at the Charles Mingus Official Website.