Oregon Constitution, Bill of Rights:
Section 2. Freedom of worship. All men shall be secure in the Natural right, to worship Almighty God according to the dictates of their own consciences.
Section 3. Freedom of religious opinion. No law shall in any case whatever control the free exercise, and enjoyment of religeous [sic] opinions, or interfere with the rights of conscience.
http://bluebook.state.or.us/state/constitution/constitution01.htm
Seems like a slam dunk state court appeal.
Your post nails my biggest problem with issues such as this one. The implications today are that if you own a business you have forfeited your first amendment rights and right to freedom of association.
Which, of course, is preposterous. The owners of that bakery should get the ACLU to take up their case. It is actually possible they would, if it were not for the threats they would then get from the 21st century lynch mob.