The Gallup people are releasing on their web site some 2008 data broken down by state. Included are political party affiliation, and the importance of religion.

Adults esponding positively to the question "Is religion an important part of your daily life?" :

TOP TEN
Mississippi 85%
Alabama 82%
South Carolina 80%
Tennessee 79%
Louisiana 78%
Arkansas 78%
Georgia 76%
North Carolina 76%
Oklahoma 75%
Kentucky, Texas (tie) 74%

BOTTOM TEN
Vermont 42%
New Hampshire 46%
Maine 48%
Massachusetts 48%
Alaska 51%
Washington 52%
Oregon 53%
Rhode Island 53%
Nevada 54%
Connecticut 55%

No real surprises here. I myself put more emphasis on measured behaviors such as church attendance and giving, but I think this poll has value in a general way. One thing that stands out to me is how high the positive responses were in the bottom ten states. By the standard of Western Europe, even Vermont would seem a hotbed of religious fanaticism.

Here are the top and bottom ten Democrat Party states with the Dem party advantage

TOP DEMOCRAT STATES
District of Columbia 75%
Rhode Island 37%
Massachusetts 34%
Hawaii 34%
Vermont 33%
New York 27%
Connecticut 26%
Maryland 26%
Illinois 24%
Delaware 23%

BOTTOM DEMOCRAT STATES (or, top Republican states)
Utah -23%
Wyoming -20%
Idaho -15%
Alaska -11%
Nebraska -7%
Kansas -2%
Alabama -1%
Arizona 0
South Carolina 0
3-way tie 1

No real surprises. Note that the Top and Bottom Ten in each category have a slight correlation. None of the Top Ten states on the importance of religion is a Top Ten Democrat state, and two are Top Ten Republican states. None of the Bottom Ten on the importance of religion is a Top Ten Republican state, and four are Top Ten Democrat states.