George M. Dallas was apparently an Episcopalian. Further research about this is needed.
Before becoming the Vice-President, Dallas served as a U.S. Senator from Pennsylvania. His interment is in St. Peters Churchyard in Philadelphia, an Episcopal Church. (Source: http://bioguide.congress.gov/scripts/biodisplay.pl?index=D000011).
From: Peter Roberts, "George Mifflin Dallas" page in "God and Country" section of "Science Resources on the Net" website (http://www.geocities.com/peterroberts.geo/Relig-Politics/GMDallas.html; viewed 23 November 2005):
Organizational Affiliation: MasonFrom: Political Graveyard website (http://politicalgraveyard.com/bio/dales-dalto.html#R9M0IU7NN; viewed 23 November 2005):
Religious Affiliation: Episcopalian
Dallas, George Mifflin (1792-1864) also known as George M. Dallas of Pennsylvania. Born in Philadelphia, Philadelphia County, Pa., July 10, 1792. Son of Alexander James Dallas; uncle by marriage of Robert John Walker; great-great-granduncle of Claiborne de Borda Pell. Democrat. Lawyer; mayor of Philadelphia, Pa., 1829; U.S. District Attorney for the Eastern District of Pennsylvania, 1829-31; U.S. Senator from Pennsylvania, 1831-33; Pennsylvania state attorney general, 1833-35; U.S. Minister to Russia, 1837-39; Great Britain, 1856-61; Vice President of the United States, 1845-49. Died in Philadelphia, Philadelphia County, Pa., December 31, 1864. Interment at St. Peter's Churchyard, Philadelphia, Pa. Dallas counties in Ark., Iowa, Mo. and Tex. are named for him.