I just learned something. President Madison thought Baptists were discriminated against or somehow persecuted in Virginia, and that Philadelphia had comparative religious freedom.
http://www.beliefnet.com/resourcelib/docs/12/Letter_from_James_Madison_to_William_Bradford_1.html
http://www.beliefnet.com/resourcelib/docs/12/Letter_from_James_Madison_to_William_Bradford_1.html