From the Pew Religious Landscape Survey:
National
Evangelical 25%
Mainline Protestant 15%
Catholic 21%
Non-Christian 6%
None 23%
Florida
Evangelical 24%
Mainline 14%
Catholic 21%
Non-Christian 6%
None 24%
Illinois
Evangelical 20%
Mainline 16%
Catholic 28%
Non-Christian 6%
None 23%
Ohio
Evangelical 29%
Mainline 17%
Catholic 18%
Non-Christian 4%
None 22%
Pennsylvania
Evangelical 19%
Mainline 23%
Catholic 24%
Non-Christian 6%
None 21%
Ohio a bit on high side for Evangelical, but I think main reason it has swung GOP is more education gap and thus why Obama won it both times but now no longer in play.
For Catholics Illinois on high side but suspect most live in Chicagoland and in rest of state its probably well below national average, particularly southern parts of state. Largest ones for Catholics would be Hispanic, Irish, Italian, and Polish and those groups all tend to be mostly in Chicagoland area. Germans large throughout state but I believe German Catholics tend to be found further north like in Wisconsin and less so as you get in more Evangelical areas.