The Pew Forum has this breakdown of religious voters in McCain v Obama.

President-elect Barack Obama made a concerted effort to reach out to people of faith during the 2008 presidential campaign, and early exit polls show that this outreach may have paid off on Election Day. Among nearly every religious group, the Democratic candidate received equal or higher levels of support compared with the 2004 Democratic nominee, John Kerry. Still, a sizeable gap persists between the support Obama received from white evangelical Protestants and his support among the religiously unaffiliated. Similarly, a sizeable gap exists between those who attend religious services regularly and those who attend less often.

Religious affiliation has been a good predictor of voting behavior throughout American history. New England Congegationalist = Adams supporter and Jefferson opponent; evangelical protestant = Whig Clay supporter, non-evangelical protestant = Democrat Andrew Jackson supporter. Roman Catholic almost always Democrat. Etc.