The list of most and least very religious states look a bit similar to the list of most Republican and most Democratic states. 
These are the 2012 numbers from Gallup.
The 10 most religious states:
1. Mississippi - 58%
2. Utah & Alabama - 56%
4. Louisiana - 53%
5. Arkansas & South Carolina - 52%
7. Tennessee & North Carolina - 50%
9. Oklahoma & Georgia - 48%
The 10 least religious states:
1. Vermont - 19% (!)
2. New Hampshire - 23%
3. Maine - 24%
4. Massachusetts - 27%
5. Rhode Island & Oregon - 29%
7. Washington D.C. - 30%
8. Alaska, Hawaii, Nevada, Washington, Connecticut & New York - 31%
Source: Huffington Post & Gallup (http://www.theblaze.com/stories/2013/02/14/gallup-these-are-the-10-most-and-least-religious-states-in-america/)
Gallup collected the results of this study from Jan. 1 – Dec. 31, 2012, interviewing a random sample of 348,306 adults ages 18 and older.
Does this mean that Alaska will become increasingly Democratic in the next few years? It should seem rather likely, since no state trended more Democratic in the 2012 election than actually Alaska. Yet still, Alaska actually increased its very religious rate from 28% to 31% in the latest Gallup yearly poll. While Vermont sank fra 23% to just 19%.
Heck, why tease you like that? 
Here is the entire list in fact (from least religious):
1. Vermont - 19.1%
2. New Hampshire - 23.4%
3. Maine - 24.4%
4. Massachusetts - 26.5%
5. Oregon - 28.8%
6. Rhode Island - 29.1%
7. Washington D.C. - 30%
8. Washington & Connecticut - 30.5%
10. Alaska - 31.3%
11. Nevada & Hawaii - 31.4%
13. New York - 31.5%
14. Wyoming - 32.8% (!)
15. Colorado - 33.5%
16. Montana - 34%
17. California - 34.5%
18. New Jersey - 34.7%
19. Delaware - 35.2%
20. Michigan - 36.5%
21. Arizona - 36.6%
22. Maryland & Wisconsin - 36.7%
24. Florida - 37.6%
25. Illinois - 38%
26. Minnesota & Ohio - 38.2%
28. Pennsylvania - 39.5%
29. Virginia - 41.1%
30. Iowa - 41.3%
31. Idaho - 41.5%
32. North Dakota - 41.6%
33. West Virginia - 41.9%
34. Missouri - 42.1%
35. Indiana - 42.7%
36. New Mexico - 43.2%
37. Nebraska - 44.2%
38. Kansas - 45.1%
39. Kentucky - 45.4%
40. South Dakota - 45.6%
41. Texas - 47%
42. Oklahoma - 47.6%
43. Georgia - 47.9%
44. North Carolina - 49.5%
45. Tennessee - 50.3%
46. South Carolina - 51.9%
47. Arkansas - 52.3%
48. Louisiana - 53.5%
49. Alabama - 55.7%
50. Utah - 56%
51. Mississippi - 58.4%
Some Republican states are surprisingly non-religious, in particular Alaska and Wyoming, but also Montana, Arizona and to a lesser extent, Florida. While some Democratic states are in fact considerably more religious than one perhaps might think. That's the case with New Mexico, Iowa, Pennsyvania and Minnesota. Illinois is in fact just as religious as Ohio and Minnesota, and more so than Florida and Arizona. Oh, the battleground state of Virginia is still fairly religious, coming in as numer 29. One of the things that surprised me the most was that the Bible Belt state of Missouri isn't in fact more religious. It only comes in at number 34, which is in fact higher than Indiana. Maybe religion is in fact starting to lose its grip on Missouri too? However Texas is still very much of a religious state! Which must be a big challenge to those trying to make it into a purple battleground state.
On a map, it looks like this:
EVs: Democrats 280 - Republicans 258
Not too bad for Republicans actually.
New Mexico is more religious than Arizona? Also states like Wyoming and Montana vote GOP on economic freedom and libertarianism, while most of the southern states are generic and establishment type republicans. More religion makes you more socially conservative, less religion makes you more socially liberal. Just look at Vermont and Mississippi. I don't have a specific religion, now that doesn't mean at all that I'm an atheist but I don't attend religious services, and I happen to be very liberal socially.
