I came across some county-level United States religion data at Religious Congregations & Membership Study, 2010, and decided to incorporate it into the U.S. Births/Deaths visualization I had done a while back.
The updated visualization is at this link.
The primary data set includes adherent information on about 150 different denominations/faiths, collected by contacting the institutions. As such, it is incomplete, but seems to be about the best out there at the moment for this level of detail. Note that the summary for the data indicates that there were about 240 denominations/faiths included, but apparently adherent/member information was not available/returned for all of these.
In the 2010 Study, they refer to the population in each county not represented by one of the groups as "Unclaimed". I went ahead and broke this down into "Unaffiliated", "Christian (unknown denomination)", and "Unknown". The unaffiliated fraction is based on the state-level "Unaffiliated" data from the Pew Report web site (http://religions.pewforum.org/maps - I manually selected each state to get each state's value, as I didn't see it summarized anywhere else). The "Christian (unknown denomination)" value was obtained by assuming a total Christian fraction of 78.3% based on the Pew Global Study, and taking the difference between the resulting count when multiplying this by the total population and the the total Christian adherents from the 2010 Study dataset used here. The rest was assumed to be simply "Religion Unknown". In looking at the Global Data values for the United States, it may be the case that the Buddhist and Jewish groups were slightly underrepresented in the 2010 Study - anyway, the allotment of these "unknown" values may be updated later for this visualization.
There are some fascinating denominations I had never heard of before. The denominational plethora made me rethink Pascal's Wager on the gamble associated with one's belief in the existence of God. The original wager suggests the either/or proposition is akin to a coin flip. This little exercise made me wonder if it is instead the spin of a roulette wheel.