Mostly this is for women, but I hope that some men will chime in and mention places where men can get summer sport attire that conforms to their own
religious modesty laws, too.
Swimsuits:
http://www.aquamodesta.net/3-2604B-1 styles.html (conforms to Jewish standards; with addition of a Lycra/spandex hijab, would conform to Muslim standards)
http://www.ahiida.com/index.php?a=subcats&cat=20 (conforms to Jewish and Muslim standards)
http://www.wholesomewear.com/ (conforms to Mormon standards, but you can get the extended arms and legs, which go all the way to knees and elbows; these do not come with headwear)
http://tinyurl.com/36kdg5 (covers the skin admirably for sun protection, but a bit body-revealing for those whose concerns are primarily religious)
http://store.sunprotectiveclothing.com/canada/moreinfo.cfm?Product_ID=97 (again, more sun-protection than religion-supportive)
http://www.equatorsun.com/ (sun protection for children)
http://www.xen.co.za/swimwear/fullsuits/fullsuits.php?product=dive_suit (marketed as a dive suit, but equally suitable for sun protection)
http://www.mustaqim.co.uk/clothing/ (conforms to more liberal Muslim requirements)
http://www.primomoda.com/clothing-store/home.php?cat=1 (Muslim standards; the overdress is a bit short for Jewish standards)
Sportswear:
http://www.primomoda.com/clothing-store/home.php?cat=8 (Muslim and Jewish standards. I have two of these. They are really fashionable, but made of a fabric that doesn't allow much in the way of stretching and bending. Really only suitable for jogging, which is not my sport.)
Any others? Go ahead and post!