http://en.wikipedia.org/wiki/The_Church_of_Jesus_Christ_of_Latter-day_Saints_membership_statistics_(United_States)

Alaska is at the low end of the higher percentages (excluding Utah, Idaho, Wyoming) along with Nevada, Arizona, Hawaii, and Montana.

I just found out that even here in Connecticut (0.43% Mormon) they are running it a second week with much fewer showtimes.