The Obama campaign has been pointing reporters to the new Barna Group study showing that Obama leads among 17 of 18 faith groups. True enough, and if that holds, that would be very good news for Obama.
But the study also showed Obama has been slipping noticeably with key groups:

During the past two months, Sen. Obama’s lead has eroded substantially among non-evangelical born again Christians (a decline of nine points); active Christians (a 20-point drop); Protestants (down 13 points); and Catholics (down 11 points).

Notably, these folks do not seem to be going to McCain. Barna reports that McCain’s support among evangelicals has dropped from 78% to 61%
This fits what we’ve seen from other recent polls. McCain is doing worse among evangelicals than Bush did, but those dissatisfied Christians have so far moved into the undecided column not the Obama camp.