The found of the Church of Satan, Anton LaVey, was born in Chicago, Illinois to Jewish parents. Marilyn Manson is both Jewish and bisexual. Is Marilyn Manson to blame for the Columbine killings? Columbine’s Trench Coat Mafia was formed to protect Jewish kids. One girl was shot because she was holding a bible. When kids put 13 crosses on the Columbine lawn, local Jewish groups had them removed.