The correct answer to this open question is the following.
The countries of Spain, France, Italy, and Poland tend to be most associated with the Catholic religion.
All that territory of Western Europe is dominated by the Catholic religion. Let's have in mind that it was Emperor Constantine that declared Christianity the official religion of the Roman Empire in the 300s, after a dream in which an Angle told him if he changed religion to Christianity, he would be victorious in his battles. So the influence of this religion spread to many territories. Today, the Vatican City is the place where the Catholic Pope lives and is considered the world capital of Catholicism.