Genealogy Book Links is a list of links to digitized books. The list is indexed by state and topic. One of the topics found on the right hand side of the website is Religion. Clicking on the Religion link provides a page of links to books about various religions. You can choose a specific religion (Catholics, Mormons, Baptist, Jewish, Methodist or Quakers) and see links for books just about that religion. Remember some of these books are histories and some include information about members.
Indexes like Genealogy Book Links provide a great starting place for your search and then you can continue searching for digitized books by going to websites like Google Books, Internet Archive, Heritage Quest or the Hathi Trust.