In the TV series "Mad Men", the character Peggy Olson comes from a family that is apparently of Swedish ancestry but also staunchly Catholic. Would this have been an exceptional case? Sweden is a deeply Protestant / Lutheran country and I imagine most Swedish American people who were / are members of a church would belong to some Protestant denomination.
The larger question that follows from this is how "freely" ethnic groups in the US chose their churches in general. How stable have commonplace connections such as "WASP" or, on the other hand, Irish, Italian, and Polish Americans as typically Catholic been in reality, especially in the postwar era? Have there been cases of major "secessions" of members of one ethnic group from their traditional denomination?
That sounds like a strange concept indeed. It was illegal for a Swedish citizen to be a catholic from 1598 to 1873.
It was not until 1951 that Swedish citizens gained the right to leave the Swedish church without entering another state-approved congreation.
Foreigners were allowed to practice the catholic faith in private in Sweden from 1781.
About 1,5 million Swedes emigrated to USA from 1850 to 1920, so I guess it is possible that some would have converted, but being fervent strikes me as odd.
Peggy's mother Katherine was an Irish-American Catholic. Olson was her married name. Peggy's father was a Lutheran and converted when he and Katherine were married.