Conner Genealogy‘s Baltimore City Houses of Worship Locator is a fantastic resource to help you understand where religious institutions were/are located, as well as where main denominations hold their archival records.
The Maryland Genealogical Society published transcripts of many church records in their bulletin- a table of contents for each issue is on their website, and you can purchase articles or entire issues from them.
The Maryland Inventory of Historic Properties documents the State’s architectural, archeological, and cultural resources. The website, maintained by the Maryland State Archives in cooperation with the Maryland Historical Trust, includes inventories for many religious institutions in Baltimore City.
Our page on Cemeteries gives you an idea of where to start and where to look for burial records, many of which were related to places of worship.