In the Project Chanology article in Wikipedia, we find the following (by the way, this section is definitely under the 10% fair use for copyright protection):
The Church of Scientology sought an injunction and a restraining order to prevent Anonymous from protesting on March 15, 2008, citing threats allegedly made by Anonymous. Both the injunction and the restraining order were denied.
...
In a May 8, 2008 appearance on CNN, Church of Scientology spokesman Thomas W. Davis claimed that Scientology was "dealing with ninety-six death threats, bomb threats, acts of violence, vandalism" from the group Anonymous. CNN's John Roberts responded, stating that the Federal Bureau of Investigation found nothing connecting Anonymous to the Church of Scientology's accusations of violence: "You are leveling these accusations at this group, the F.B.I., which is looking into it, says it has found nothing to connect this group Anonymous with what you're talking about, or death threats against members of the church, the F.B.I. at this point says - it has no reason to believe that charges would be leveled against this group."
so it appears that while freedom of speech is safe for a while, it looks like CoS is definitely pursuing any individual whom they can identify that had something to do with the Anonymous attacks. And photos were taken of the protesters - the masks might have saved some folks a great deal of trouble.
Also, FBI involvement kinda shocked me. It wouldn't surprise me if other federal agencies are investigating as well. These folks are brave to stand up to what must be a big bully in their lives.