According to a recent study by the Pew Forum on Religion and Public Life, Mississippi is the most religious state in America. Vermont and New Hampshire are tied for the least religious state. The populations of all fifty states were ranked in four categories: worship attendance, frequency of prayer, belief in God, and the overall importance of religion.
I should also note that I spent time in 2009 in both the most religious and the the least religious state in the United States.
As might be expected, the most religious states in the nation are in the southeast. They include, in order, Mississippi, Alabama, Arkansas, Louisiana, Tennessee, and South Carolina. Which leads me to wonder why the states with the people that pray the most have the best college football teams. I am sure that there is a doctoral dissertation in there somewhere.
As might be expected, the most secular states in America are, in order, New Hampshire, Vermont, Alaska, Massachusetts, and Maine. All of these states have weak college football teams.