Can someone send me a file or path to a site that shows the breakdown
of religion (e.g % protestants, %catholics, % jewish) for the 20
largest counties in the US?

Hello degas,

According to US census figures for 2001, the 20 largest counties are
as follows (county, state, size of population):

1. LosAngeles California, 9,637,494 
2 Cook Illinois 5,350,269 
3 Harris Texas 3,460,589 
4 Maricopa Arizona 3,194,798 
5 Orange California 2,890,444 
6 SanDiego California 2,862,819 
7 Kings NewYork 2,465,286 
8 Miami-Dade Florida 2,289,683 
9 Dallas Texas 2,245,398 
10 Queens NewYork 2,224,516 
11 Wayne Michigan 2,045,473 
12 SanBernardino California 1,766,237 
13 King Washington 1,741,785 
14 Broward Florida 1,668,560 
15 SantaClara California 1,668,309 
16 Riverside California 1,635,888 
17 NewYork NewYork 1,541,150 
18 Philadelphia Pennsylvania 1,491,812 
19 Tarrant Texas 1,486,392 
20 Clark Nevada 1,464,653

Population Estimates and Change, 100 largest Counties of U.S., July 1,
2001
Source:Population Division, U.S. Census Bureau
http://www.usc.edu/schools/sppd/research/casden/data_folder/ca_pop100.pdf

You can find the most detailed religious statistics available for
these counties at the American Religion Data Archive
http://www.thearda.com/  The latest available figures are from 2000.
The figures are very detailed, being broken down into separate
denominations, so you will have to do some calculations to get the
sort of breakdown you want.
Select “Interactive Maps and Reports” (link at the top of the blue
navigation panel on the right of the home page).  Under “Membership
reports” select “Counties (more than one state)”  Select “Go” and you
will be taken to a drop-down menu from which you can select the
counties you want.

For example,

Los Angeles California

Of a total population in 2000 of 9,519,338, 5,528,814 people were
reported as belonging to a religious congregation, leaving 41.9% of
the total population unclaimed by any religion. NB pagan groups do not
appear to be included in the listings, and neither do Jehovah’s
Witnesses. .

Catholics were the largest single group: 3,806,377
564,700 were estimated to be Jews, 97,347 were Latter Day Saints, 6346
were Bahai, 92,919 were estimated to be Muslim.  31,486 people
belonged to various Orthodox groups.  There were 37 Hindu, 14 Sikh, 2
Zoroastrian, 4 Taoist and 145 Buddhist groups, but unfortunately no
figures are given for the number of individuals involved. Assuming an
average of 200 per group gives approximately 40,000 “others”
Subtracting all these from the “claimed” total, gives approximately
900,000 people in various Protestant and Evangelical Christian
denominations.

This then gives an approximate percentage breakdown of: 
41.9% unclaimed, 40% Catholic, 9.5% Protestant and Evangelical, 6%
Jewish, 1% Muslim, 1% Latter Day Saints, 0.4% Orthodox, 0.6% other.

Search strategy: 1. largest counties US 
2. I went to Adherents at http://www.adherents.com since I was already
aware that this is a useful starting point to get information about
religions. This site directed me to the American Religion Data Archive

Thanks for the answer. I will build my table for the website links you provided!