One of the oddities of Obama's remarks about how Pennsylvania's bitter small town losers are taking refuge in conservative religion is how factually off base it is. The heartland of the flourishing conservative Protestantism in the U.S. is not the declining Rust Belt but the relatively fast-growing South.
What's distinctive about the Rust Belt religiously is what a sizable fraction voters, especially non-urbanites, are Catholics, whether Roman or Orthodox (as in the movie "The Deer Hunter," which, by the way, showed that back when the heavy industry towns of Pennsylvania were booming in the 1960s, guys still liked guns). Judging from enrollment at Catholic schools, which has been steadily declining despite the huge influx from Mexico, Catholicism is not succeeding at present at being a refuge for either the economic losers or winners.
From the perspective of Obama and his San Francisco supporters, the problem with Pennsylvania and Ohio is not religion, but that, due to high union membership, there are still a lot of white blue collar guys who vote in the Democratic primaries. In contrast, Obama could sweep the South Carolina Democratic primary because, due to low unionization, almost all the white blue collar guys vote in the GOP primary.