Agnostic asked about the regional distribution of various Protestant groups, which is an interesting question, so I found a nice map shown above. It matches the IQ gradient very nicely: smart Lutherans in the north, average-intelligence Methodists in center, and lower-IQ Baptists in the south. You can't see it on the map, but the GSS estimates below show that (smart) Episcopalians are concentrated only in New England. I have listed below the percent of all white Protestants that are in a particular region if it is a recognizable category, and if it is at least 10% of the total:
Percent of all white Protestants in the region
1. Episcopalian 14.2
1. Lutheran 12.5
East North Central
1. Lutheran 11.7
2. United Methodist 10.3
3. Methodist--no specification 10.2
West North Central
1. Lutheran 12.3
1. Baptist--no specification 20.5
2. Southern Baptist 16.0
3. United Methodist 10.0
4. Methodist--no specification 10.0
East South Central
1. Southern Baptist 23.5
2. Baptist--no specification 21.0
West South Central
1. Southern Baptist 21.2
2. Baptist--no specification 18.3
Looking at the numbers, my first observation is that, throughout the country, most groups are small and varied. Not many are even 10% of all Protestants in the region. There is extreme fragmentation here. Presbyterians didn't reach 10% in any region--8.9% in the Mid-Atlantic states was as numerous as they got. And the West is worse than every place else. Mormons, of course, are concentrated in the Intermountain West. The GSS does not isolate this group; they are probably a big chunk of the 36.8% listed as "other." My guess is that they might be 10% of the whole region.
It might be worth mentioning that Catholics are concentrated the most in New England and the Middle Atlantic, and are thinnest in the East South Central region (the map doesn't show this very clearly).
So the pattern is consistent with Razib's comment about SES (and highly correlated IQ) and religious preference, and it also lines up nicely with Albion's Seed.