In Baden-Württemberg (the South Western state), 37% are catholic and 33% are part of the official evangelical church, with likely a few in smaller protestant groups. Likewise for franconia, which is mostly within the state of Bavaria.
I doubt the effect of denomination would be very big, so not taking into account much stronger factors (e.g. West vs East), this map doesn't say anything.
Primarily protestant (lutheran) states prefered Sozialdemocrats over Christiandemocrats, while the last ones are less socialist.