Jung was appointed to esteemed psychology positions in Nazi Germany and wrote a little bit about the wonders of the Aryan race. There is a lot of evidence in his letters that he was properly anti-Semitic, and this mostly came out after his divorce with Freud.

Jung deemed his new Zurich school a counterweight to the "Jewish" psychoanalysis of Freud's Vienna school. I'm fairly certain he had a rule barring their entry, and I believe Jung's school was predominantly (if not totally) Protestant.

It's important to note that Jung's religious values were very involved in his worldview. He was also raised in a family that valued the occult, saw worth in holding seances to communicate with the dead, and edified Jung's self-importance.

I'm sorry, I'm typing on my phone at lunch right now so I can't be as eloquent and I would like. It's also been a number of years since I read the books I got this information from. Richard Noll's scholarship on Jung is fantastic and should be read by anyone with interest in the field. It's very telling to read some of the Amazon reviews of the book after giving it an honest read.

Those books: Aryan Christ, and The Jung Cult, both by Richard Noll.