You’d need to look at each state individually. In the instance of my home state of North Carolina, there was a wide swath of Christianity present back to the earliest colonial times, and some fairly old Jewish groups too. The established Anglican State Church was largely ignored, unlike neighboring Virginia which enforced their State Church. That’s why so many persecuted Christian groups had an historic presence in NC, that informal religious freedom, even if officially under a State Church. They abandoned it once they were free to do so. Others held on for a much longer period of time. Connecticut, I believe, had a State Church into the late 1830’s.
Thanks for the information.