There was no "one" religion during colonial times. The predominant church in the southern colonies was the Anglican church; although people in the south were not overtly religious. Ministers were paid by local plantation owners, and tended not to be outspoken on social issues, as their position might be jeopardized. Only one colony, South Carolina, allowed Jews to emigrate, as the proprietors of the colony were anxious to establish a growing population base. This contrasts interestingly with today's South where Protestantism and fundamentalist religious groups are quite prominent.
The Northern colonies were originally settled by Puritans and Separatists (often called "Pilgrims") from England. They were staunch Calvinists and demanded conformity in all things religious. No dissent from religious teaching was tolerated; those who did disagree, such as Anne Hutchinson and Roger Williams, were often banished. There was a substantial change by the time of the Great Awakening with the preaching of Jonathan Edwards and George Whitefield which emphasized that salvation was available to all; yet hell was a threat to all. The Great Awakening led to the formation of the Baptist and Methodist denominations in America. Catholics could normally only be found in Maryland, a colony founded as a refuge for English Catholics. Because of the large influx of immigrants during the 19th century, many of whom were from Catholic countries, Roman Catholicism is now the predominant religion in the Northern states, although there are prominent Jewish, Orthodox and islamic congregations.
Pennsylania stood alone among the colonies as allowing all religions; its Quaker founders were exceptionally tolerant, even more so than Maryland. Again, because of the large influx of immigrants during the 19th century, the mid-Atlantic states have a mix of Protestant and Catholic congregations, although Catholicism probably is more prevalent.