The main source for religious data at the county level is the 2010 U.S. Religion Census, which "reports the number of congregations in every U.S. county equivalent for each of 236 faith groups." The Census is sponsored by the Association of Statisticians of American Religious Bodies (ASARB). The Maps and Charts page gives you several search options.
The Association of Religion Data Archives (ARDA) also lets you search the 2010 U.S. Religion Census through its own County Report screen. Just select the desired State and County and click View Report. Each county report includes a graph showing major religious traditions, as well as statistics for over three dozen faith groups.