Politics Magazine
I just found this survey by the Gallup Poll interesting. It shows the percentage in each state that are very religious, moderately religious, and not religious. Note that the most religious state in the country is Mississippi, which has 59% very religious and 12% not religious. The least religious state is Vermont, which has 16% very religious and 59% not religious.
The survey was done between January 2nd and December 30th of 2017, and 130,959 adults were questioned. The margin of error for the poll is 1 point.