No, but it depends on what you mean by the question. At the end of the day I can't start or stop believing in God or etc. because some one wants me to. You believe in something because it makes sense and resonates for you. It isn't something you can really change for someone else.
That being said, I would and am in the process of getting married in a church/religion that is not my own and I will occasionally go to service with my partner. However, I do these because these matter to her and she knows I am doing it for her. I am not converting and she knows that I will not convert and what my current beliefs are. On the flip end, she is honest with me on her views and what she cares about and I accept that.
At the end of the day, you are going to have to talk about it honestly (probably multiple conversations) and figure out what matters to each of you and what you are willing to do. Otherwise, you are going to open each other up to resentment and discontent.
Really, the same would hold true even if you were of the same denomination/religion. I have yet to meet a couple, where both people believe in the exact same thing.