The exit polls from New Hampshire actually asked about religious denomination. There are some odd categorizations, but it looks like Huckabee, as I suspected from the Iowa data, did very poorly among Catholics. Here's the percent support for Huckabee among varous religious groups:
Protestants: 12 Percent
Catholics: 7 Percent
Other Christian: 26 Percent
Given that Huckabee got 28 percent among self-described born-again/evangelicals, I would guess that many of them included themselves in the "Other Christian" category. As to why they would do this, I'm not sure. Nonetheless, this does seem clearer evidence that Huckabee runs poorly among Catholics. This may be a significant factor in the upcoming Michigan primary, where Catholics are by far the largest denomination and twice as large as evangelicals. Below is a graph of the religious breakdown of that state (courtesy of the invaluable and fascinating Association of Religion Data Archives):
On the other hand, the situation is reversed in South Carolina, where evangelicals are the dominant religious group.