It depends. Employers are obligated to reasonably accommodate an employee's religious practices, but only if it wouldn't pose an undue burden. If an accommodation would impose more than minor costs, substantially harm the morale of other employees, or create a significant disruption in work routines, the employer need not provide it. So, if you work for a large employer and there are plenty of employees available to switch days off with you, your employer might have to accommodate your request. On the other hand, if taking your Sabbath off would require the employer to hire another employee or force current employees to work when they don't want to, that might be more than the law requires. For more information on religious accommodation, see Nolo's article Your Rights Against Religious Discrimination.