PS - note that this site provides info on a state-by-state basis since these kinds of "laws" are not yet 100% uniform across all states in the Union. Here is the general reference page for exemptions, with the intro paragrpah copied.
All states allow a medical exemption and some states allow philosophical and/or religious exemptions. However, the American Medical Association and ChildrensHealthCare.org are actively promoting the abolishment of religious and philosophical exemptions.