Justin Fashanu was probably the only one who admitted it. Not much have come out. Esera Tuaolo, David Kopay and Roy Simmons were proved gay in the NFL history. I don't think there are any right now though. Arguments have been made for and against a gay player to come out publicly. Figures such as Max Clifford have advised gay players to keep their sexuality a secret for the sake of their careers, saying that to be openly gay would potentially damage their playing prospects. This would also apply abroad, where even if accepted in England a gay player might face a new barrier if he wished to play in a country less accepting of homosexuality. Coming out would undoubtedly bring a gay player abuse from the terraces, and perhaps elsewhere too; this would affect some players more than others. Check out: http://funadvice.com/r/bfb87k8e69i , it might help.
I do not know any of them. But my brother said that in most clubs they are allowed to play but they are also asked to keep the fact that he is a gay secret. It is the press that they are afraid of