Nothing? As far as I can tell they went into a church, a public church (though maybe under false pretenses) and performed while being filmed, against the wishes of the people there, and I'm guessing were asked to leave and did not do so. You could come up with crimes in the U.S. for what they did, but convictions wouldn't happen, and anything more than minor legal harassment is unlikely. And if some zealous prosecutor did put forth some effort the defense could and would be robust, and it would take a long time, and it would be very questionable what the outcome would be, with a wide variety of available defenses. The people who end up in jail over stuff that seems minor usually put forward a terrible defense.
People do stuff like this all the time in the U.S. – this is performance art, and no more intrusive or offensive than typical performance art, and those people don't go to jail. And Alabama churches aren't some otherworldly place.