What's with all these Catholics in the Mountain West? 
In the the latter part of 19th Century, there was a separate questionnaire for churches which would be conducted at the same time as the census. In 1890, for the first time, it included a question about church membership. Every 10 years, from 1906-1946, there was a separate census of religious bodies, though the results from 1946 were not published.
In 1890, Montana had 142K, Arizona 88K, Idaho 88K, and Wyoming 62K. By comparison, Colorado had 413K. Notice how huge the counties in Montana were.
Because it is more centrally organized, it is easier for the Catholic church to organize parishes. It might be possible because priests are single, that it would be easier to send a young priest off to a rough frontier town. It might be hard to recruit a minister and his wife and young children. Catholics may have better record keeping, and may record "members" differently. Churches might be less likely to be skipped. Each protestant body would have to organize separately. If there were 100 Catholics, and 200 protestants in a town, the 200 protestants might be divided among 10 denominations, so they would be faced with organizing a church for a couple dozen members. There might be a Methodist church in one town, and a Lutheran in the next, and so on. Methodists might not go to the Lutheran church and vice versa.
So in other words, the 1890 map shows percentage of members of religious bodies, not of population as a whole. Is the same true of the 1950 map?
