Pardon the intrusion, but I just thought I would comment on the misinformation previously posted.
Here is the list of MA programs in Religion / Religious Studies / Comparative Religion / History of Religions in the US, and most of them fully fund MA students with assistantships that carry full tuition remission as well as stipends. I know whereof I speak -- I direct one of these programs. Many of these programs are "feeders" to PhD programs. My program, for example, sends 75% of our MA students on to top PhD programs -- and that statistic includes our alums who opt for other careers.
With that said, here's the list. Do keep in mind that programs with non-thesis options are generally (but not exclusively) less rigorous, and/or geared toward students who do not aspire to PhD admissions.
California State University, Long Beach (exam or thesis)
Miami University, Ohio (thesis)
Missouri State University (accelerated, non-thesis)
New York University (thesis or exam)
University of Denver (thesis)
University of Georgia (thesis)
University of Hawaii, Manoa (thesis or non-thesis)
University of Kansas (thesis or non-thesis)
University of Missouri, Columbia (thesis or portfolio)
University of New Mexico (IN DEVELOPMENT)
University of North Carolina, Charlotte (thesis or portfolio)
University of South Carolina (thesis)
University of Washington (MA is actually in International Studies, oddly)
Wake Forest University (thesis)
Western Kentucky University (IN DEVELOPMENT)
Western Michigan University (thesis or portfolio)