...or prohibiting the free exercise thereof;
This is probably the most relevent part in this case.
Connecticut: Congregationalism
Massachusetts: Congregationalism
New Hampshire: Congregationalism
Virginia: Anglicanism (Church of England)
North Carolina: Anglicanism
New York: Dutch Reformed
New Jersey, Pennsylvania and Delaware: Quaker colonies, though not "officially" so.
Rhode Island: "openly tolerant of all sects."
Haven't found references on the other three colonies
Now why is this information relevant? Because the writers of the Constitution - and the Bill of Rights - made sure that CONGRESS would not trump the rights of the states by establishing a NATIONAL religion. Thus the states were free to do as they wished in the realm of religion, and many of these states did continue their state religions well into the 19th century (Mass. was last: 1833).
Those who believe that government and religion should never mix based upon their reading of the 1st Amendment are buying into the revisionist history brought about by courts that have re-interpreted the original intent of that writing... which all started after the Civil War (states' rights began to be equated with the breakup of the union).