ESPN the Magazine polled a combined 62 athletes anonymously from the NBA, NHL, NFL and Major League Baseball on a host of political and social issues and found 59% of those polled support gay marriage.
The percentages were 92% in favor among NHL players polled; 61% in the NFL; 46% in the NBA and 45% in Major League Baseball. With such a low number of respondents and its randomness, this should not be considered a statistically valid poll. Nonetheless, the numbers are interesting, and overall baseball players in the poll skewed more conservative on most issues (baseball players were the only group not supporting the legalization of marijuana, for example).
This either means that baseball players are in general more conservative than athletes of the other pro sports, or ESPN's sample just happened to find guys more conservative than the norm; that's the risk of a non-representative poll.
Here is how the gay marriage poll question broke down: