Yes.
There’s a fluff story floating around that goes through the 50 states naming the top four religious traditions. Pretty much any state where mainstream Protestants and Catholics are over-represented (compared with national averages) leans Democrat to varying degrees.
Like it or not, America’s Progressive tradition is an outgrowth of Protestant Christian spiritual ‘Great Awakenings’. Catholicism, by definition, doesn’t leave much room for a spiritually-based change in social outlook.
One recent poll dealt with what cities were most and least Bible-minded, and that heavily corresponded to Republican and Democratic areas.