http://en.wikipedia.org/wiki/Metropolitan_Community_Church
And i've not been keeping a list or anything, but plenty of churches in my part of the world have rainbow flag stickers on their signs/noticeboards.
I went to watch the local Pride parade a few years ago and was bored by the number of churches marching in the parade. (It's great that you're actively showing your support, but at least put some effort in to do something fun during the parade. Sheesh!)