Which countries are the strongest each for the Catholic, Protestant, and Orthodox branches?

[RINO Tom]

Mexico or the Philippines are good answers for Catholicism; Mexico hasn't had quite the same Evangelical explosion as most other Latin American countries. The most culturally Protestant part of the world is probably Scandinavia and the most religiously Protestant might very well indeed be somewhere in the American heartland. Eastern Orthodoxy and Oriental Orthodoxy I'm less sure about; parts of Ethiopia for the latter, maybe?

I think this is an important component.  If people are intent on treating members of the Church of Sweden who self-identify as Lutheran but score extremely low on "religiosity" measures as religious Nones, then my answer to the Protestant question changes a lot.  Then again, I think the United States is equally "culturally Protestant" in many ways, just in a more vague way.  I feel like the quintessential/timeless "fibers" of our culture are some mixture of Episcopalian, Congregationalist and Methodist influences, lol.

[RINO Tom]

I think this question should be answered like that thread a while back about which state is the "heart and soul" of the Democratic and Republican Parties.  In other words, even though Vermont gave Biden the highest percentage of the vote in 2020 out of any state, very few (possibly zero) posters named it since it had such a long history with the GOP before that.

So, I think my answer for each would be restricted to a country that had a state church for many years under one of these categories.  That adds such a cultural imprint on the society.  Then, you can try to sort those nations by which populations still adhere the most to the religion.  But I think these answers for places in like Latin America or Africa for Protestantism are just regurgitating statistics (unless that is what the OP wanted).

P.S.  I do still think this allows the US as an answer for Protestantism.  Many New England colonies had Congregationalist state churches, and many of the Southern ones had Anglican state churches, IIRC.

[RINO Tom]

Protestant: Upper Midwest, USA … too many Evangelicals have shed way too much of the legacy of intellectual, cultural, traditional and theological elements of historic Protestantism in this race toward low church Non-Denominationalism, IMO.  Even Baptist churches from 60 years ago are unrecognizable compared to the modern Jesus-themed Ted Talks the SBC has.  On the other hand, so much of Protestant Europe has just become so secularized.

Catholic: As previously stated, obviously the Vatican.

Orthodox: Tougher, but I’ll go with Greece.