If my religion doesn’t allow me to work on Saturdays but my job requires mandatory overtime, must I work?

Federal law prohibits an employer from discriminating against an employee because of their religion. Additionally, the law mandates that an employer reasonably accommodate an employee's religious practices unless it would create an "undue hardship" for them.  In other words, an employer need not incur more than minimal costs in the accommodation an employee’s religious customs.  If an employer claims that is not possible because it would result in an undue hardship for them, then it must prove why this is the case by showing the adverse effect that the accommodation would have on its business. 
Accordingly, an employer is obligated to: (1) attempt in good faith to resolve any conflict between a worker's religious needs and their job requirements; and, (2) where it is deemed that an accommodation cannot be granted, ithe employer must show the actual cost of doing so. That having been said, the employer is not required to provide the exact accommodation requested by the employee. As long as the employer has reasonably tried to accommodate a worker's religious needs, it doesn't have to consider any alternative accommodation that may be suggested by an employee. This is true, even if the employee's suggestion would not cause undue hardship.
Since this all can get a bit complicated, you should consult directly with an employment law attoreny in your area. They can advise on your best course of action once having heard all of the specific details of your situation.
Note:  Federal law applies only to companies with more than 15 employees, although many state and local employment laws protect employees of smaller companies.