[truth_session]

I wonder which religion they are pertaining to?

The Constitution calls for no state endorsed religions.
Even if the Pledge pertained to a certain religion (which it does not) that religion is not being endorsed by the state merely through endorsement in a pledge.

I would like to know which religion is endorsed by any state in America.

[Sabertooth]

The Constitution calls for no state endorsed religions.

No. The Constitution says

"Congress shall make no law respecting the establishment of religion, nor prohibiting the free exercise thereof."