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With a long history of toleration, Pennsylvania has been a haven for numerous religious groups. The first European settlers were Swedish Lutherans; German Lutherans began arriving 1703. William Penn brought the Quakers to Pennsylvania during the 1680s and the climate of religious liberty soon attracted other dissident groups, including German Mennonites, Dunkars, Moravians, and Schwenkfelders; French Huguenots; Scots-Irish Presbyterians; and English Baptists. Descendants of the 16th-century Anabaptists, the Mennonites for the most part settled as farmers; they and the Quakers were the first religious groups openly to advocate abolition of slavery and to help runaway slaves to freedom via the Underground Railroad. The Amish-Mennonite followers of Jacob Amman continue to dress in black clothing, shun the use of mechanized tools, automobiles and electrical appliance, and observe Sundays by singing 16th-century hymns.

The Presbyterians, who built their first church in the state in 1704, played a major role both in the establishment of schools in the colony and in the later development of Pittsburgh and other cities in the western part of the state. Methodists held their first services in Philadelphia in 1768; for many years thereafter, Methodist circuit riders proselytized throughout the state.

Immigration during the 19th century brought a major change in patterns of worship. The Quakers gradually diminished in number and influence, while Roman Catholic and Greek Orthodox churches and Jewish synagogues opened in many of the mining and manufacturing centers. The bulk of the Jewish migration came, after 1848, from Germany and, after 1882, from East Europe and Russia. The Gilded Age saw the founding of a new group in Pittsburgh by clergyman Charles Taze Russell; first called the Russellites, members of this group (established in 1872) are known today as Jehovah's Witnesses.

As of 2000, Roman Catholics constituted the largest religious group in the state, with a total membership of about of 3,802,524. The largest Protestant denomination in 2000 was the United Methodists, with 659,350 adherents. Other major Protestant groups were the Evangelical Lutheran Church in America, 611,913; the Presbyterian Church USA, 324,714; the United Church of Christ, 241,844; the American Baptist Church USA, 132,858; and the Episcopal Church, 116,511. The historically important Mennonites, of various traditions, had over 68,000 adherents in 2000. Amish communities had over 25,000 members and Moravians numbered over 10,000. Friends USA (Quakers) reported a membership of about 11,844. Jewish congregations included an estimated 283,000 members and the Muslim congregations had about 71,190 adherents. About 5.1 million people (42.1% of the population) were not counted as members of any religious organization.