Why do you think there exists a correlation between faith and geography?

To answer your question, you need to look at who settled what areas. The country started on the east coast and spread west as land grants. These were the people who came to the US seeking relgious freedom. However, in the case of California and Vegas, these were started by people after... we'll go with money. Maybe Colorado was just started by people looking for magic mushrooms, and that's why you're atheist? :)