LOL. That's funny. I was raised as a Southern Baptist. But, I don't think it 'stuck.'
Old joke:
Guy dies, goes to heaven, a guide shows him around this massive building. They walk past a room full of people dancing, singing, jumping, having a great time "The Jews, its a big party!", further on down they pass a room, everyone is on picnic, 3 legged races, all wholesome and fun, "Mormons, they love heaven!", further down, they pass a room, Irish, Mexicans and Italians fighting, drinking, carousing, everything, bingo games. "Catholics, party animals, they enjoy this place!"
They walk past a closed door, the guide says "Shhh! we keep the Baptists in there, they think they are the only ones here!"