A very interesting and well-put-together set of maps that show the distribution of different religions in the United States in county-level choropleth maps. Give you a really good idea of where different denominations and religions are popular.
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The U.S. Census Bureau, due to issues related to the separation of church and state, does not ask questions related to faith or religion on the decennial census. Accordingly, there are few sources of comprehensive data on church membership and religious affiliation for the United States. Perhaps the leading organization to address this gap is the Glenmary Research Center, which publishes Religious Congregations and Membership in the United States, 2000. The following series of county-level choropleth maps, which reveals the distribution of the larger and more regionally concentrated church bodies, draws on this resource. The maps are in GIF format.