When Wolverine was sent to the past, he wakes up in a bed with a woman. Minutes laters, a group of people enter brutally in the room and one of them yells at Wolverine:
Mafioso: You were supposed to guard the boss's daughter, not screw her!
So Wolverine was "working" as a bodyguard? Was that even in the comics? Did they know that they hired a mutant and not an ordinary man?
The Days of Future Past movie and comics storyline share a number of things in common - primarily the base storyline of an X-Man being sent back in time to prevent an assassination that would kick off increased tensions between humans and mutants.
However, the X-Man sent to the past is one of the biggest differences between the two. While the movie features Wolverine being sent back, the original comic story has Kitty Pryde being sent back.
In the present day portion of the story, none of the characters are working as bodyguards in the comics. This includes Wolverine who is still an active member of the X-Men, as is Kitty Pryde.
In the movie, this is clearly different as he is specifically identified as being hired to guard a person - making him a bodyguard, but this is an entirely new backstory created for the movie as the stories and timelines are very different.
In the comics, Wolverine has a long, cloudy history. For many years (from his creation in the mid-1970s until the "House of M" storyline circa 2005, I believe) Wolverine himself didn't remember much of his history; memories prior to the adamantium being applied to his bones were almost completely absent, or impossibly confused and tangled. Given his long life, we've only gotten glimpses of his history even now: by analogy, a photo album rather than a video of his entire life. And, even then, a photo album with most of the pages missing.
We do know that Wolverine worked for the government for a significant period of time. That could well include the 1960's, when the X-Men: Days of Future Past movie was set. It's entirely possible that he could have been acting as an undercover agent and working for the Mafia at that time.
That said, I am unaware of any Wolverine story in the comics explicitly establishing that he worked as a bodyguard for a notable period of time, or working for the Mafia for a notable period of time.
