The ARDA (Association of Religious Data Archives) has interactive maps where you can see the religiosity of various areas. Both in terms of raw numbers and as a percentage of the population.
Among interesting data*:
Rhode Island is the most Catholic state in the country. Tennessee is the least so.
Rhode Island is also the most Episcopal state in the country. The least so is Nevada. That last part is interesting because the current head of the Episcopal Church was previously a bishop for that state.
Unexpectedly, the most Mormon county in the country is not in Utah.
Less unexpectedly, the top four states for Unitarianism are in New England. The six states that comprise of New England are all in the top seven. Delaware is the other state in the top seven, and neighboring Maryland is #8. It’s not until you get to number 9 (Minnesota) that you get far from the coast. Mississippi is the least Unitarian.
Hindus follow the rest of the country as far as population goes. There is no data on rates of adherence, but in raw numbers, four of the five states with the most Hindu congregations are four of the five largest states in the country. (Almost completely unrelated, but did you know that the four largest states in the country all have an “Orange County”?)
Citizens of Minnesota are the least likely to be Southern Baptist. The top 15 states of the SBC had at least portions of them claimed by the Confederacy in the Civil War. Kansas is next, then Alaska.
I typically associate the Assemblies of God (Pentacostals) with Arkansas and Oklahoma, and sure enough they’re at the top of the list. But outside of those states, the most adherent states are in the west. The northwest most specifically, and Alaska and Hawaii.
* - Unless stated otherwise, most X and least X refer to rates of adherence and not raw numbers.