Based upon interviews of more than 350,000 adults nationwide, Gallup has estimated that religion is an important part of daily life for about 60% of New Jerseyans. The NJ percentage is a bit lower than the national average of 65% (MOE 1-4%).
The ten most religious states range from 74% to 85%, and they are all southern red (2008 presidential election) states, with the exception of North Carolina. The ten least religious states are all blue states, with the exception of Alaska.
Given that there are several low-religion red western states, it is obviously impossible to identify a simple and reliable correlative relationship between religiosity and political conservatism. Nevertheless, the most religious states are very republican.
Here’s some general speculation from Gallup:
Differing religious traditions and denominations tend to dominate historically in specific states, and religious groups have significantly different patterns of religious intensity among their adherents. The states have differing racial and ethnic compositions, which in turn are associated with differing degrees of religiosity. Certain states may attract in-migrants with specific types of religious intensity. In addition, there may be differing “state cultures” that are themselves associated with life approaches that give varying degrees of credence to religion as a guiding force.
So why is NJ’s religious score higher than, say, VT, NH, ME, MA, RI, and CT ? If I had to toss out a quick guess, I might try to attribute it to demographics: NJ has lots of citizens of Italian and Irish descent, along with significant numbers of Latinos, African Americans, and Asian Indians. States such as VT, NH, and ME are considerably less diverse.