It is hard to believe in a time when candidates attempt to out-pious each other, but Thomas Jefferson, Abraham Lincoln, and Andrew Johnson were not members of any church.
How are the others divided?
John Adams, John Quincy Adams, Millard Fillmore, and William Taft were Unitarians.
John Kennedy was Roman Catholic.
All the other presidents belonged to various Protestant Christian denominations:
Episcopal (11 presidents), Presbyterian (7), Baptist (4), Methodist (3), Disciples of Christ (3), Quaker (2), Dutch Reformed (2), and Congregationalist (1).