At best, I believe that Obama holds black liberation theology beliefs (that are not Christian), because he has said that he learned about Jesus Christ from Rev. Wright's sermons and teachings. No wonder he has very little to say about his "faith." I too would be smart enough to keep those beliefs to myself.
That said, here's a compilation of Obama's testimony to Mohammad's Koran and the fruits of the Islamic faith.
As Michael Medved stated, Obama should be held most responsible for people's belief that he is Muslim.