There are many churches that will allow same-sex marriages to be conducted within their walls, but as most religions as a whole do not perform gay weddings, couples need to search within their preferred denominations for ministers for their weddings.
For more information on churches allowing same-sex marriages, the quickest resource is through local publications - those articles will usually note the church conducting the ceremony.
The Association of Welcoming and Affirming Baptists has a list of Baptist churches that are gay-friendly. The
Metropolitain Community Church is renowned for its support of gay rights. Dignity
USA provides information on Catholic views of gay marriage.
Some Jewish Rabbis are authorised to bless same-sex unions. Consult the World Congress of Gay, Lesbian, Bisexual, and Transgender Jews, or the Keshet Ga’avah, to find Rabbis in your area.