There remain pockets of people in several South American countries that have African influenced beliefs such as Santeri, Orisha, Umbanda, and Candoble. Although these religious beliefs have blended some christian elements they retain a Yoruba heritage to this day.
I assume that African slaves brought their religion with them but why didn't this beliefs survived in the U.S.?
Well i'd like to make the first comment, that African spiritual beliefs didn't dissipate in the North American Colonies, but rather evolved over time. The study of these perceived "Africanisms" in African-American culture is still very much being studied and debated among historians. I covered this to a much heavier extent back in the February AMA answering the following questions:
The role of African Religion in Black American Christianity
Musical evolution and its roots in Africa
If there's anything I can expand on, i'll be more than happy to!
In addition to this, there was a wonderful AMA with a flair here who is completing their dissertation on Houdou and Voudou (very African inspired beliefs) in the United States.
As it may be relevant to the beliefs, I'd love if anyone could provide good material on Anansi stories.