Hi,
To my knowledge there is no BFD support for LDP. Actually I do not see the benefit of having BFD support for LDP, as BFD will usually be used for fast link down detection to allow IGPs and BGP to reroute quickly around the failed link. LDP is not in charge of rerouting.
Mainly today the LDP session between two LSR will be maintained even if the link between the two LSR is down.
This offers an advantage, when the link is restored and avoids unwanted black holing of labeled traffic after link recovery.
The feature is either called "targeted LDP session" or "LDP session protection".
For further reading and explanation of the idea and benefits have a look at e.g.
http://www.cisco.com/en/US/products/ps6350/products_configuration_guide_chapter09186a00804553f8.html
Hope this helps! Please rate all posts.
Regards, Martin