Republicans were convinced they were making big inroads with Catholic voters, but it turns out that Catholics don't give a shit what their bishops say about birth control. The four-point gain in GOP support among Catholics was just a single point higher than the general population shift this election, and Romney was unable to win a simple majority.
The nine-point GOP gain among Jewish voters was actually significant, but given they still lost it 69-30 it's not as if they have anything to brag about. Every year the neocons claim that this is the year they win that vote, and every year the American Jewish electorate reminds them that they're not an appendage of the Likud Party.
The GOP is continuing to win the Protestant vote solidly, but the numbers have barely budged in the last 12 years. They seem to have maxed out that vote—growth in Republican-voting whites is offset by growth in Latino and African American religious voters.
Finally, Romney gained a bit with secular voters, though he still couldn't match the numbers Bush got with this growing religious demographic.